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I have been listening to your podcast for a couple of weeks now and I have to say that its top notch. Great job and keep the awesome content coming.

I am currently getting my MBA with a focus on finance and data analytics. My finance professors teach the classic efficient markets hypothesis, which just doesn’t seem to be accurate in my opinion. Your work, along with the guests that you have had on your show confirm my thinking.

This weekend I will be driving cross country and your audiobook will be making the trip with me, and can’t wait to dive in and see what is in the 30+ hours of material.

Just wanted to reach out and give you some positive feedback, keep it up.



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

Mentions & Resources:

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