Weekly Economic Calendar 9/16-9/20
Upcoming Economic Events: Click to Enlarge
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.Models vs. Experts #12: Modeled Human Judgement beats Human Judgement. Huh?
Man versus Model of man: A rational, plus some evidence, for a method of improving on clinical inferences Goldberg, L. R. Psychological Bulletin, 73, 422-432 [...]
Democratize Quant Conference Concept
Democratize Quant Conference Survey We are exploring a "Democratize Quant" conference concept. The mission of the event would be to educate investors on the benefits [...]
Follow the Leader in the Stock Market–it works!
Cross-Firm Information Flows and the Predictability of Stock Returns Anna Scherbina and Bernd Schlusche A version of the paper can be found here. Want a summary [...]
Super Bowl Market Predictions are Bogus. Duh.
A Re-Examination of the Super Bowl Stock Market Predictor Jeffery A. Born and Yousra Acherqui A version of the paper can be found here. Want a [...]
Weekly Post Recap for September 7th 2013
Here are the articles we've posted for the past week on TurnkeyAnalyst.com for the week ended Saturday, September 7th 2013. Article description and associated link: Upcoming [...]
Weekly Economic Calendar 9/9 to 9/13
Upcoming Economic Events: Click to Enlarge
Why Interest Rates Matter for Hedge Fund Returns.
Was hanging with the smartest investor I know earlier this week. As part of any great investment discussion, interest rates quickly bubbled to the forefront [...]
3rd Edition of Quantitative Value for $29.99–100 copies only
I've never really seen "eye to eye" with our publisher on the cost of our Quantitative Value book. I want to get the work out [...]
Do Activist Investors Add Long-Term Value?
Yes. ROA increase relative to the industry; Q increases relative to the industry. (Note: Activists take on garbage firms and make them less repulsive). In [...]
Models vs. Experts # 11: Simple models beating the experts
The search for configural relationships in personality assessment: The diagnosis of psychosis vs. neurosis from the MMPI Goldberg, L. R. Multivariate Behavioral Research, 4, 523-536 [...]
Does Investing in Bankruptcies Bankrupt Investors?
The Orphan Equity Market: Recent Evidence Omid Sabbaghi and J. Matthew Lupton A version of the paper can be found here. Want a summary of academic [...]
Moving Average Triggers on Emerging, REITs, and 10-Years.
Do-It-Yourself tactical asset allocation weights for September are posted. Create a free account here if you want to access the site directly. Exposure Highlights: Similar to last month: [...]
Weekly Post Recap for August 31, 2013
Here are the articles we've posted for the past week on TurnkeyAnalyst.com for the week ended Saturday, August 31th, 2013. Article description and associated link: Upcoming Economic Events [...]
Weekly Economic Calendar for Sept 2-6
One of things we like to do is keep tabs on the upcoming economic events. Since we produce this analysis already, we figured we'd share [...]
Inflation Risk and Stock Returns
Inflation Risk and the Cross Section of Stock Returns Fernando M. Duarte A version of the paper can be found here. Want a summary of academic [...]
Bond ETF Trading Profits?
Predictability in Bond ETF Returns Jon A. Fulkerson, Susan D. Jordan, and Timothy B. Riley A version of the paper can be found here. Want a [...]
Should we all hire dart-throwing monkeys or investment managers peddling tactical asset allocation models?
Looks like dart-throwing monkeys are a viable alternative... Boot out the 2008 Financial Crisis (a sample of n=1) and you have pretty "blah" returns... Are [...]
Thoughts on Low Vol Investing
A Survey of Low Volatility Strategies Tzee-man Chow, Jason C. Hsu, Li-Ian Kuo, and Feifei Li A version of the paper can be found here. Want [...]
Distress and Issuance equals Portfolio Pain
Equity Issuance and Returns to Distressed Firms James L Park A version of the paper can be found here. Want a summary of academic papers with [...]