Turning Academic Insight into Investment Performance
Wes Gray, Founder and Executive Managing Member of Empiritrage presents From Concept to Reality, Using Data to Create Investment Strategies at The Nantucket Project 2013 Finance Forum. His team worked to develop a systematic approach to value investing with four core steps:
- Avoid permanent loss of capital
- Screen to the cheapest stocks
- Screen for quality cheap stocks
- Slavishly follow the model
We Wrote the Book on Systematic Value Investing
Selected Book Reviews
Quantitative Value is a must read for those with a love of value investing and a desire to make the investment process less ad-hoc. A must read.
–Tony Tang, Ph.D., Global Macro Researcher and Portfolio Manager, AQR Capital Management
If you liked The Little Book that Beats the Market, you will love Quantitative Value. Gray and Carlisle take systematic value-based investing to the next level.
–Raife Giovinazzo, Ph.D., CFA, Research Analyst in Scientific Active Equity, Blackrock