What Works on Wall Street

Full Name
What Works on Wall Street: The Classic Guide to the Best-Performing Investment Strategies of All Time

A history-making book, What Works on Wall Street is the only investing guide containing all new data that presents today’s market in its proper context. Packed with incontrovertible facts, it also shows which investment strategies are winners and which are not. In this volume, statistical guru O’Shaughnessy imparts his results-based, methodical, and scientific method for making wise stock market decisions. He provides you with unparalleled flair into stock performance going back to 1926. Ultimately, this volume will let you realize with no argument: Stocks work.

“O’Shaughnessy’s conclusion that some strategies do produce consistently strong results while others underperform could shake up the investment business.”


What Works on Wall Street is indisputably a major contribution to empirical research on the behavior of common stocks in the United States. . . . Conceivably, the influence of What Works on Wall Street will prove immense.”

The Financial Analysts’ Journal

“O’Shaughnessy’s latest, What Works on Wall Street, is a serious inquiry into the investment strategies that stand up under long-term scrutiny and is refreshing research for every investor.”

Stocks and Commodities

“A bible for investment strategies. . .”

Seeking Alpha