In this episode of Fireside Markets, host James Osborne has an extended conversation with Dr. Wesley Gray, Executive Managing Member of Alpha Architect. The discussion centers around Gray’s book, Quantitative Value. We discuss value investing, efficient markets, the risks of high tracking error/active share strategies, data mining and much more.
Items discussed in this episode include:
- Wes on Twitter @AlphaArchitect
- Wes’ book Quantitative Value on Amazon
- Frazzini et. al paper on “Buffett’s Alpha“
- Joel Greenblatt’s “The Little Book that Beats the Market“