What Works on Wall Street is a seminal work by American investor and quantitative analyst James P. O’Shaughnessy. The book dissects the myths of Wall Street by rigorously comparing the performance of numerous investment strategies across a century of data.

O’Shaughnessy defies conventional wisdom through a blend of empirical research and accessible narrative. Instead of relying on intuition or fleeting market trends, he constructs a data-driven portrait of the stock market’s behavior. The result is a book that reads like both a scientific study and a pragmatic handbook for the rational investor — a work that transforms financial analysis into an art of evidence and discipline.