STEM Parents and Women in Finance
STEM Parents and Women in Finance Renee Adams, Brad Barber and Terrance Odean Financial Analyst Journal, forthcoming A version of this paper can be found here Want [...]
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.Do Relative-Value Strategies Beat Traditional Systematic Value Investing Strategies?
Readers often send us great questions related to different ideas on systematic value strategies. The outcome of years of back and forth with readers and [...]
Podcast: Thinking in Bets with Annie Duke (Wes)
Here is a link to our podcast on Behind the Markets In this edition of the Behind the Markets Podcast hosts Jeremy Schwartz and Wes [...]
Macroeconomic factors and Tactical Asset Allocation
Macroeconomic Dashboards for Tactical Asset Allocation David Clewell, Chris Faulkner-Macdonagh, David Giroux, Sebastien Page, and Charles Shriver Journal of Portfolio Management, special issue A version of [...]
#Women in Finance Know Stuff: A Conversation with Linda Zhang, PhD
This is the first of a new series of interviews with inspiring women in finance, a new initiative we (Elisabetta Basilico and Tommi Johnsen) launched [...]
Podcast: Managed Futures and Trend-Following with Dr. Kaminski (Wes)
Here is a link to our podcast on Behind the Markets Wes and Jeremy chat with Katy Kaminski, Visiting Lecturer in Finance at the MIT [...]
How to Evaluate Multi-Asset Strategies
Evaluating Multi-Asset Strategies K. Stuart Peskin Journal of Portfolio Management, special issue A version of this paper can be found here Want to read our summaries of [...]
Pat Cleary, our CCO, will be at the TradersEXPO in NYC on February 25th
Pat Cleary, our CCO/COO and former Marine Captain, will be giving a keynote on his experience in the military and the applications in running an [...]
The End of 60/40? The Case for Diversified Value, Momentum, and Carry Risk Exposures
Hobbled by Benchmarks Mike Aked, Rob Arnott, Omid Shakernia, Jonathan Treussard Journal of Portfolio Management A version of this paper can be found here Want to [...]
Podcast: Behavioral Finance and the Future of the Asset Management Business (Wes)
Here is a link to our podcast on Behind the Markets Wes and Jeremy chat with University of Chicago Professor, Sam Hartzmark, and the new [...]
Alpha Architect in Scottsdale AZ Talking ESOP Strategy — Give us a Shout!
Doug Pugliese, the Alpha Architect resident expert on all things ESOP, will be presenting, "Investing the 1042 Rollover," at the NCEO conference Wed and Thurs. I [...]
Most Incredible Quant Finding in Twenty Years!
Photo by Mathew Schwartz on Unsplash Fly Eagles Fly.
Podcast: Fintech and the Investor Education Frontier (Wes)
Here is a link to our podcast on Behind the Markets Wes and Jeremy sit down with Kendrick Wakeman (CEO of FinMason) and David Yates [...]
Podcast: The Future of the Advisory Business with Matt Topley and Don Riley (Wes)
Here is a link to our podcast on Behind the Markets Wes and Ryan discuss Matt and Don's investment positioning going into 2018. We also [...]
Warm Weather…Here We Come! Let us Know if You’re In Florida Next Week!
We'll have a small contingent from the Alpha Architect team down at the 2018 InsideETFs conference -- myself, Jack Vogel, and Ryan Kirlin. Make sure you [...]
The Mother of All Momentum Research Reports. A Must Read!
J.P. Morgan researchers, Marko Kolanovic and Zhen Wei, produced an incredibly detailed report on all aspects of momentum (one of our favorite topics!) Here is [...]
Academic Research Insight: Surprise! Seeking Alpha Opinions Have Investment Value
Wisdom of the Crowds: The Value of Stock Opinions Transmitted Through Social Media Hailiang Chen, Prabuddha De, Yu Jeffrey Hu, Byoung Hyoun Hwang Review of [...]
Quant Job Available in Chicago
From a friend in the business -- Andrew Carter. I’m hiring for a junior position right now, based in Chicago. It’s a highly quant based [...]
Five Investing Podcasts You Should Listen To
This article was published at the WSJ, but it is now behind a paywall. Below is my original list, for those who want to see [...]
Academic Research Insight: The Importance of Financial Literacy
Employees Financial Literacy and Retirement Plan Behavior: A Case Study Robert Clark, Annamaria Lusardi, Olivia Mitchell Economic Inquiry, forthcoming A version of this paper can be [...]