Style Investing in Fixed Income
Style Investing in Fixed Income Jordan Brooks,Diogo Palhares, Scott Richardson Journal of Portfolio Management, Special Issue 2018 A version of this paper can be found here [...]
About Wesley Gray, PhD
After serving as a Captain in the United States Marine Corps, Dr. Gray earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes took an academic job in his wife’s hometown of Philadelphia and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country. Wes has published multiple academic papers and four books, including Embedded (Naval Institute Press, 2009), Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016). Dr. Gray currently resides in Palmas Del Mar Puerto Rico with his wife and three children. He recently finished the Leadville 100 ultramarathon race and promises to make better life decisions in the future.5 Cutting Edge Investment Research Articles
This year’s annual financial research “geekfest,” officially known as the American Finance Association Annual Meeting, assembles the world’s top-tier academic researchers to discuss their latest [...]
Automating Earnings Forecasts: Can a “MIDAS” touch help?
Automated Earnings Forecasts: Beat Analysts or Combine and Conquer? Ryan Ball and Eric Ghysels Management Science, forthcoming A version of this paper can be found here Want [...]
Podcast: Value Investing in India and Technology
Here is a link to our podcast on Behind the Markets This is a special episode of Behind the Markets with Wharton alumni for SiriusXM's [...]
Momentum Investing Talk: Seattle, WA May 19, 2018…Say Hello!
Background: I'll be chatting about the momentum anomaly out in Seattle, WA on May 19th. We'll cover some hard-hitting questions related to momentum investing: What is momentum? [...]
#Women in Finance Know Stuff: A Conversation with Nicole Boyson
Today, we are interviewing Dr. Nicole Boyson, Professor of Finance at Northeastern University. (Here is a link to her SSRN page) I had the pleasure [...]
Welcome Aboard our Newest Teammate: Emeka Oguh!
We wanted to formally introduce our newest independent Trustee to the Alpha Architect team, Emeka Oguh (pronounced Uh-meh-kah)! Emeka (Chukwuemeka) is a native of Union, New [...]
DIY Asset Allocation Weights: May 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
Does Higher Financial Literacy Lead to Better Portfolio Performance?
Financial Literacy and Portfolio Dynamics Milo Bianchi Journal of Finance, forthcoming A version of this paper can be found here Want to read our summaries of academic [...]
The Weirdest Anti-Finance-Conference Ever: March for the Fallen 2018
May 1 marks the day when we begin our training for the 28-mile march (with 35lb+ attached) to honor the fallen. Alpha Architect will be participating in [...]
Are Trend-Following and Time-Series Momentum Research Results Robust?
When it comes to trend following and/or time-series momentum research, we got ya covered! A few places to dig in: Evidence for Long-Term Trend-Following by Alpha [...]
ESG and Factor Investing
Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios Jennifer Bender, Xiaole Sun, and Taie Wang Journal of Index Investing, 2017 A version of this paper can [...]
Podcast: The Benefits of ESOPs for Business Owners and Investment Advisors (Wes & Doug)
Here is a link to our podcast on Behind the Markets In this episode of Behind the Markets hosts Wes Gray & Doug Pugliese take [...]
What the CFOs Think About the Equity Premium in 2018
Professors John Graham and Campbell Harvey consistently put out great research. One of their innovations in financial research is their annual CFO survey (we've covered [...]
DIY Asset Allocation Weights: April 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
How to Perform Investment Sentiment Analysis on Twitter
Company Event Popularity for Financial Markets using Twitter and Sentiment Analysis Mariana Daniel, Rui Ferreira Neves, Nuno Horta Expert Systems with Applications, 2017 A version [...]
Podcast: The History of High-Frequency-Trading with Babulak and Sadowski (Wes)
Here is a link to our podcast on Behind the Markets In this episode of Behind the Markets Podcast hosts Jeremy Schwartz and Wes Gray [...]
#Women in Finance Know Stuff: A Conversation with Renee Yao
Today, we are interviewing Renee Yao, Founder and CEO of Neo Ivy Capital. We started our conversation by comparing notes on the very limited number [...]
Democratize Quant 2018 Recap and Educational Materials
This past week we had the honor of hosting the first annual "Democratize Quant Conference" with our friends at Villanova University (a link to the [...]
Podcast: Eric Balchunas’s Adventures in ETF Land (Wes)
Here is a link to our podcast on Behind the Markets ETF guru Eric Balchunas discusses his adventures in the ETF industry and where he [...]