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: http://www.zerohedge.com/news/some-fun-analogies-rhyming-history-and-repeating-futures 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: http://www.mebanefaber.com/2011/08/04/gaining-some-perspective/ 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