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ETF Specialist

The Inner Workings of a Quant Contrarian Strategy

Finance professor Wesley Gray discusses his upcoming actively managed value ETF.

Mentioned:

A version of this article was published in the April 2014 issue of Morningstar ETFInvestor. Download a complimentary copy here.

Wesley Gray is the finance professor turned quant behind the upcoming ValueShares U.S. Large Cap exchange-traded fund. He cowrote with Tobias Carlisle Quantitative Value, a lucid, entertaining, yet meaty guide to the construction of an automated stock-picking strategy. Gray's upcoming exchange-traded fund will implement a version of the strategy laid out in the book.

Samuel Lee does not own shares in any of the securities mentioned above. Find out about Morningstar’s editorial policies.

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