What Works on Wall Street

What Works on Wall Street by James P. O'Shaughnessy edition 4 2012 Revisited March 8 2018 This is a must read for anyone who wants to beat the market....if you want to tag along, use S&P500 Index fund.... This may be the system to beat all systems? Page 5: Indexing to the S&P500 works because it sidesteps......more

Disclaimer: I did not read the whole thing. The problem with this book is that the author created a mutual fund afterwards that tanked really badly. It is also ridiculously vague and not systematic. People should read William J. O'Neil's How to Make Money in Stocks, which has won awards for being a g......more

Great analysis of various strategies over the 1927-2009 and the 1965-2009 periods. Simple, clear explanation of the core factors (size, value, momentum), multifactor models, and how the risk-adjusted outperformance relates to CAPM. If I had one complaint its that its not very instructional about how......more

A hidden treasure.......more

If you are a true investor with economic knowledge this book is terrific. There isn't really much writing. However the book is a compilation of all the possible investment strategies that one could think of using the stock market history going back before the depression, although most data is from t......more