Posts by Wesley R. Gray, Ph.D.

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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Market Chaos Review

August 8, 2011

Meb has some great analytics and perspective on the recent turmoil in the markets: http://www.mebanefaber.com/2011/08/04/gaining-some-perspective/ Meb’s post inspired me to

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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

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