Author Archive for: ‘Wesley R. Gray, Ph.D.’

• Aleph Blog Book Review

  Posted Jun 17 2013 by Wesley R. Gray, Ph.D. in Quantitative Value

  We post all reviews we come across on the web (let us know if we are missing any): http://turnkeyanalyst.com/reviews/ A recent review caught my attention: http://alephblog.com/2013/06/15/book-review-quantitative-value/ The author of the review makes the following statement: With all of that said, I have simple advice to …

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• Pairs Trading Kicks Butt!

  Posted Jun 14 2013 by Wesley R. Gray, Ph.D. in Turnkey Research Note

  Pairs Trading: Performance of a Relative-Value Arbitrage Rule Evan Gatev, William N. Goetzmann, and K. Geert Rouwenhorst A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our free Academic Alpha Database! Abstract: We test a Wall Street …

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• Woodstock for Finance Geeks

  Posted Jun 14 2013 by Wesley R. Gray, Ph.D. in Chart of the Day, Turnkey Brainwave

  I’ll be in Lake Tahoe from June 17-19th soaking in the latest and greatest in finance research. If you are in the area, let me know. Here is a link to the program: PDF Version HTML Version If this doesn’t turn you on, I don’t …

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• Quantitative Value Video Snippet

  Posted Jun 12 2013 by Wesley R. Gray, Ph.D. in Quantitative Value

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• Quants at the US OPEN

  Posted Jun 12 2013 by Wesley R. Gray, Ph.D. in Turnkey Brainwave

  We’ll be there today. Shoot me a note if you are around!

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