Posts by Wesley R. Gray, Ph.D.

Screen Backtest during the 2008 debacle

October 4, 2011

Turnkey Analyst showed me a very interesting article from ZeroHedge this morning: The main point of the article? History

Read More

Market Chaos Review

August 8, 2011

Meb has some great analytics and perspective on the recent turmoil in the markets: Meb’s post inspired me to

Read More

A Better Buyback Strategy

August 2, 2011

Repurchases, Reputation, and Returns Alice Bonaime A recent version of the paper  can be found here. Abstract: This paper examines

Read More

The Ultimate Short Book.

May 17, 2011

Identifying Overvalued Equity Messod Beneish and Craig Nichols A version of the paper  can be found here. Live implementation data

Read More