Lead Portfolio Manager (Arin Risk Advisors, LLC)
Ryan is the lead portfolio manager for Arin Risk Advisors, LLC. He previously served as a Market Maker and Proprietary Trader with Bullock Capital and Susquehanna International Group across equities, options, and futures markets.
BS in Business Administration, magna cum laude, from Drexel University
Tail Risk (CAOS)
1-3 Mo. Box (Cboe: BOXX)
US Aggregate Bond Box (BOXA)
Trading Director (Arin Risk Advisors, LLC)
Larry oversees all trading across Arin Risk Advisors’ strategies. Previously, he was a market maker/index/sector correlation and dispersion trader with Susquehanna International Group.
BS in Statistics and Economics from Rutgers University
MA in Taxation from New York University School of Law
JD from Villanova
Tail Risk (CAOS)
1-3 Mo. Box (Cboe: BOXX)
US Aggregate Bond Box (BOXA)
Chief Market Strategist (Arin Risk Advisors, LLC)
Joe leads strategy design and risk management for Arin Risk Advisors, LLC, an Alpha Architect sub-adviser. Previously, Joe held similar strategist and portfolio manager positions with SEI Investments, Evergreen Investments, Wachovia, and Vector Capital Management.
BS in Economics from Indiana University of Pennsylvania
MA Economics from Temple University
Tail Risk (CAOS)
1-3 Mo. Box (Cboe: BOXX)
US Aggregate Bond Box (BOXA)
CEO, co-CIO, Portfolio Manager
Wes’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country.
PhD/MBA from the University of Chicago – Booth School of Business; studied under Nobel Prize Winner Eugene Fama
BS in Economics, magna cum laude, from The Wharton School – University of Pennsylvania
United States Marine Corps Captain (2004-2008)
US Quantitative Value (QVAL)
US Quantitative Momentum (QMOM)
International Quantitative Value (IVAL)
International Quantitative Momentum (IMOM)
High Inflation & Deflation (HIDE)
Value Momentum Trend (VMOT)
Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years | Wes Gray, PhD, Jack Vogel, PhD
Why Do Enterprise Multiples Predict Expected Stock Returns? Steven S. Crawford, Wes Gray, PhD, Jack Vogel, PhD
Enhancing the Investment Performance of Yield-Based Strategies | Wes Gray, PhD, Jack Vogel, PhD
What Motivates Buy-Side Analysts to Share Recommendations Online? | Steven S. Crawford, Wes Gray, PhD, Bryan R. Johnson, Richard A. Price
Why Do Fund Managers Identify and Share Profitable Ideas? | Steven S. Crawford, Wes Gray, PhD, Andrew E Kern
Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System | Wes Gray and Jack Vogel
Quantitative Value, + Web Site: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors | Wes Gray and Tobias Carlisle
DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth | Wes Gray, Jack Vogel, David Foulke
Embedded: A Marine Corps Adviser Inside the Iraqi Army | Wes Gray
Co-Chief Investment Officer, Chief Financial Officer, Portfolio Manager
Jack leads Alpha Architect’s team in all aspects, including trading, strategy design, operational efficiency, client communication, and more. His research into empirical asset pricing and behavioral finance has been published in multiple peer-reviewed academic journals.
PhD Finance and an MS in Mathematics from Drexel University
BS in Mathematics and Education, summa cum laude from The University of Scranton
US Quantitative Value (QVAL)
US Quantitative Momentum (QMOM)
International Quantitative Value (IVAL)
International Quantitative Momentum (IMOM)
High Inflation & Deflation (HIDE)
Value Momentum Trend (VMOT)
Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years | Wes Gray, PhD, Jack Vogel, PhD
Why Do Enterprise Multiples Predict Expected Stock Returns? Steven S. Crawford, Wes Gray, PhD, Jack Vogel, PhD
Enhancing the Investment Performance of Yield-Based Strategies | Wes Gray, PhD, Jack Vogel, PhD
Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System | Wes Gray and Jack Vogel
DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth | Wes Gray, Jack Vogel, and David Foulke
