Posts by Wesley R. Gray, Ph.D.








Long-Term Market Return Projections

November 21, 2011

John Hussman has an interesting piece on predicting long-term market returns: http://hussmanfunds.com/wmc/wmc050222.htm The article is a bit dated (2005), but

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Insider Trading–Congress loves it!

November 13, 2011

60 Minutes has a great segment explaining the lack of insider trading rules for Congressmen. http://www.cbsnews.com/video/watch/?id=7388130n&tag=contentBody;storyMediaBox Amazing, isn’t it? You

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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,

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Momentum Finished?

November 2, 2011

CXO Advisory highlights an interesting paper with the tagline: “Momentum Not Working?” Here’s the link: http://www.cxoadvisory.com/subscription-options/?wlfrom=%2F17440%2Fmomentum-investing%2Fmomentum-not-working%2F Here is the link

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Shorting the Magic Formula

October 19, 2011

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

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Real-Time Market Efficiency

October 14, 2011

Market Efficiency in Real-Time Jeffrey Busse and Clifton Green A recent version of the paper can be found here. Abstract: The

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Screen Backtest during the 2008 debacle

October 4, 2011

Turnkey Analyst showed me a very interesting article from ZeroHedge this morning: http://www.zerohedge.com/news/some-fun-analogies-rhyming-history-and-repeating-futures The main point of the article? History

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