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Ep. 516: Wesley Gray Interview with Michael Covel on Trend Following

Wesley Gray

Wesley Gray

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Michael and Wesley Gray cover wide territory today across the subject of momentum in the markets. Wesley Gray served as a Captain in the United States Marine Corps and taught as a finance professor at Drexel University. He earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania. Wesley is founder of Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. He has published four books including: “Quantitative Value,” “DIY Financial Advisor,” “Embedded” and his newest book “Quantitative Momentum.” He is a contributor to the Wall Street Journal, Forbes, and the CFA Institute.

In this episode of Trend Following Radio:

  • Efficient Market Hypothesis
  • Cross-sectional momentum
  • Time-series momentum
  • Trend following
  • Behavior
  • Career risk

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