Posts by Wesley R. Gray, Ph.D.

Are stock pickers better than Computers?

March 24, 2012

Empiritrage has a detailed research piece on the question of whether or not quantitative value can beat fundamental stock-pickers.

Read More

Long-Term Market Return Projections

November 21, 2011

John Hussman has an interesting piece on predicting long-term market returns: The article is a bit dated (2005), but

Read More

Insider Trading–Congress loves it!

November 13, 2011

60 Minutes has a great segment explaining the lack of insider trading rules for Congressmen.;storyMediaBox Amazing, isn’t it? You

Read More

Risk-Managed Momentum

November 11, 2011

Last week we discussed the possibility that “momentum is finished.” Astute readers of the blog generally agreed with the concept,

Read More

Momentum Finished?

November 2, 2011

CXO Advisory highlights an interesting paper with the tagline: “Momentum Not Working?” Here’s the link: Here is the link

Read More

Shorting the Magic Formula

October 19, 2011

I just got back from the Value Investing Congress– The event was exceptional and very thought-provoking. While Einhorn’s annihilation of

Read More