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[EP.02] Academics & Data: The key ingredients to breaking free and standing out from the crowd

October 2, 2019 at 11:30:00 AM · Eastern Time (US & Canada)
About This Webinar

Optimizing your advisory for the next generation of wealth

Agenda
  • What is the smart money doing?
  • Embracing the power of systematic risks
  • Better than Beta
  • All together now!
Who can view: Everyone
Webinar Price: Free
Featured Presenters
Webinar hosting presenter
Founder & CIO, SmartBe Wealth
Art’s career has taken him down many avenues of interest in the finance world. He has been a regulator, serving both as a Manager of The Alberta Stock Exchange Trading Floor and an Assistant Manager of Surveillance at The Alberta Stock Exchange. He leveraged that experience into the world of Portfolio Management, and is today considered one of Canada’s premier “Quant” Portfolio Managers.

Prior to joining SmartBe, Art ran a quantitative wealth management team at a major Canadian Bank. His team consistently ranked in the top 3% among the bank’s advisory teams and was one of the 50 winners of the PriMe Award following an independent review of 7,000 advisory teams by Pricemetrix.
Webinar hosting presenter
Founder & CEO, Alpha Architect
Dr. Wesley Gray earned his PhD in finance from the University of Chicago, studying under Nobel Prize winner Eugene Fama. He then took a post as finance professor at Drexel University. But Wes couldn’t ignore the large gap between academia and industry when it comes to research, so he founded Alpha Architect with the mission of empowering investors through education. Wes is a former captain in the United States Marine Corps, an Iraq war veteran, and father of three children. He lives with his wife and kids in the suburbs of Philadelphia.

Wes writes for multiple industry publications and regularly speaks to professional investor groups across the U.S. He has published multiple academic papers and four books, including Embedded (Naval Institute Press, 2009), Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016).