Posts by Wesley R. Gray, Ph.D.





Tax Party–and EVERYONE is invited!

April 25, 2013

http://www.treasury.gov/resource-center/tax-policy/Documents/General-Explanations-FY2014.pdf   What exactly is “fair share?”   Don’t worry, private equity already has workarounds…public equity folks are toast. I

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S&P 500 10-Year Nominal Return Forecasts

April 17, 2013

We’ve outlined the fundamentals of long-term return projection models in a recent post: http://blog.alphaarchitect.com/2012/12/projected-15-year-sp-500-returns/ Butler|Philbrick|Gordillo and Associates have a great

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Are Stocks Expensive? Yes, but…

April 12, 2013

Are stocks expensive? On an absolute basis, yes. As Greenbackd.com and Mebanefaber.com have recently pointed out, the Shiller P/E, or cyclically-adjusted P/E

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Momentum-Based Allocation

April 8, 2013

Absolute Momentum: A Simple Rule-Based Strategy and Universal Trend-Following Overlay Gary Antonacci A version of the paper can be found here.

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Battle of the Quants

April 5, 2013

  I’ll be kicking, screaming, and fighting for the Quants. Wish me luck… http://battleofthequants.net/wesley-gray/ Come join the party on April

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Quandl: Democratizing Data

April 4, 2013

There are two components to DIY quantitative investing.  The first is know-how in building models and systems.  The second is data to

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