Review of “What Works on Wall Street”

A friend asked me to review the book What Works on Wall Street, by James P. O’Shaughnessy. The book was published in 1997 by McGraw-Hill and is subtitled A Guide to the Best-Performing Investment Strategies of All Time. These are my comments:  It is a useful book—chock full of data; the book is limited in scope, focusing on the “Wall Street” in the title instead of the “Investment Strategies” in the subtitle; the book is all hindsight. It should be titled, “What Would Have Worked on Wall Street.”

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