Wesley R. Gray, Ph.D.

//Wesley R. Gray, Ph.D.

About Wesley R. Gray, Ph.D.

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, 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 that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

The Death of Twitter Trading?

By | 2017-08-18T16:55:40+00:00 May 25th, 2012|Research Insights, Behavioral Finance|

Almost a year ago, we posted a few articles on strategies focused on using Twitter as a mechanism to trade stocks. Our basic conclusion was "BS!" Here are the original articles: https://alphaarchitect.com//2011/05/institutional-investor-on-twitter-trading/ https://alphaarchitect.com//2011/04/is-trading-with-twitter-only-for-twits/ And an [...]

Does Screening out Garbage Enhance Performance?

By | 2017-08-18T17:06:07+00:00 May 12th, 2012|Research Insights, Corporate Governance|

Jack and I are working on a new research paper that addresses a very simple question: Can investors improve their screening process by eliminating frauds, manipulators, and financially distressed firms? Answering this question appears easy, [...]

Magic Formula and MA Rules: A Bad Combo!

By | 2017-08-18T17:01:14+00:00 November 27th, 2011|Trend Following, Research Insights, Value Investing Research|

Recently, I've been investigating various risk management systems. A lot of the work we've done is beyond the scope of the blog and/or is related to things we do with our investment management business. Nonetheless, [...]