Book · 1997 · Investment analysis
What Works on Wall Street
A Guide to the Best-performing Investment Strategies of All Time
What Works on Wall Street by James P. O'Shaughnessy has been mentioned in 2 episodes across 1 podcast (0 episodes recommend it and 2 episodes discuss it), through . Most frequently brought up by Dan Rasmussen (1 episode) and Dave Chilton (1 episode) on Invest Like the Best (2 episodes).
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And while I was waiting for it to be tailored, I went into the Barnes & Noble, and there was your father's book. And I bought it. And over the next week, I read, what works on Wall Street?
Why people recommend it
What Works on Wall Street by James P. O'Shaughnessy is an empirical study of equity market strategies, analyzing decades of financial data to determine which investment factors have historically generated superior returns. Dan Rasmussen cited the book on Invest Like the Best while discussing how private equity firms select past winners and how growth rates tend to mean-revert following corporate acquisitions. In the same podcast series, Dave Chilton shared an anecdote about discovering the book in a bookstore while waiting for a suit to be tailored, subsequently spending the next week reading the entire volume. Both references underscored the book's reputation as a formidable empirical resource for quantitative market analysis and evidence-based investing. By stripping away emotion and relying on rigorous historical testing across numerous market cycles, the book provides investors with a systematic framework for evaluating stock selection strategies, understanding valuation anomalies, and improving portfolio performance through disciplined adherence to data-driven principles.
Every mention
Dan Rasmussen And so it should be no surprise that private equity firms choose things that have grown in the past and tha… 1
“And so it should be no surprise that private equity firms choose things that have grown in the past and that growth rates mean revert a post-acquisition.”
Dave Chilton And while I was waiting for it to be tailored, I went into the Barnes & Noble, and there was your father's… 1
“And while I was waiting for it to be tailored, I went into the Barnes & Noble, and there was your father's book. And I bought it. And over the next week, I read, what works on Wall Street?”
Other mentions (1: passing, ad reads, own books)
“I mean, I can reference, I've got what works on Wall Street. I've got Wes Gray's book, Quantitative Value. I've got Tobias Carlisle's books.”