Updates

  1. Person pages list letters, writing, profiles and links as sortable tables with filters, and show each person's companies as links; Fund letters show each letter's description in its own column.
  2. Experts show a checked job title and a short description of each person; 30 more people have photographs.
  3. Every company, fund, university and publication the experts work for has a page listing the people there.
  4. Fund letters show each letter's thesis and filter by it; 225 person pages list the essays, columns and newsletter issues the person wrote.
  5. Person pages list every essay and newsletter issue a person wrote, and their own books as a table in List view.
  6. Recommends shows the five largest kinds of book and the rest under More; browse pictures load sooner.
  7. Podcasts and talks link the original episode, filter by Audio and video or Press, and list each publisher once.
  8. Pages are wider, Recommends has List and Grid, and a filter clicked again turns off.
  9. Book cards sit in a ruled grid with Open Library and Goodreads links and each book's one-line note.
  10. Funds is now Investors; each investor's styles are buttons that filter the table.
  11. Podcasts and talks on a person's page filter by year and publisher and show as a list or a grid of pictures.
  12. Quotes show only people's own words: 472 summaries written by list sites are gone.
  13. Country pages open from Browse again, and every link on the shelf lands on a page.
  14. Subject and person pages show their sections as tabs, and each book appears once on a person's page.
  15. Book cards show the quote, who said it and the source; grids show five cards to a row.
  16. On a phone, a menu holds the sections, search, Updates, Feedback and dark mode.
  17. Feedback takes a screenshot of the page with no browser prompt, opens a screenshot full size when you click it, and clears itself once sent.
  18. Book cards are centred, search names the topic each book sits in, and any text cut short shows whole on hover.
  19. Search groups its results by kind: people, companies, geographies, subjects, topics, books, funds, fund letters and papers.
  20. The Books table lists who recommended each book by name, and the browser tab names the section you are in.
  21. Feedback can take a screenshot of the page, or one you paste or choose, and opens in the corner beside Updates.
  22. Each rail button reopens its section where you left it, and Browse, Table and People show on every book and subject page.
  23. Filters grey out choices that hold nothing instead of hiding them, and Books › People filters by authors or recommenders.
  24. Feedback takes a subject line and up to three screenshots.
  25. Biographies are grouped by the person they are about: 41 new pages, from Abraham Lincoln to Lee Kuan Yew.
  26. Sport splits into 23 sports, and Religion into one topic per faith.
  27. Book lists show as cards: the cover, one recommendation quote and every recommender by name.
  28. Seventeen subjects that had two or three pages under different names now have one page each.
  29. Every page lists its Experts as authors and recommenders, with a link to them on the Experts tab.
  30. Economics, Financial history, Financial panics and Accounting are subjects of their own, with one page per financial crisis.
  31. Book, person and subject pages open inside the app, so the tabs stay in view.
  32. 996 more book covers, and photographs or logos for 227 more people and companies.
  33. Books › Browse shows every subject as cards, and the rail holds Fund letters, Papers, Experts, Books and Funds.
  34. Every topic over 150 books splits into narrower topics, each with a page of its own.

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James P. O'Shaughnessy

T2InvestorsQuantitative and systematic

Quantitative equity investor whose asset manager was bought by Franklin Templeton; has written several books that test investment strategies on Standard & Poor's data.

O'Shaughnessy VenturesO'Shaughnessy Asset Management

What Works on Wall Street tested valuation, growth, momentum and quality factors against decades of Compustat data and published the return series for each, which set the expectation that a strategy is argued from out-of-sample evidence rather than from reasoning alone. The composite value and shareholder-yield screens it describes became standard practice in quantitative equity.

2 books of their own · 13 appearances

Books 2Appearances 13Profiles 1

Start here

  1. What Works on Wall StreetJames P. O'Shaughnessy, 1996
  2. Predicting the Markets of Tomorrow: A Contrarian Investment Strategy for the Next Twenty YearsJames P. O'Shaughnessy
What Works on Wall StreetWhat Works on Wall Street
T2 What Works on Wall Street
James P. O'Shaughnessy · 1996
Open LibraryGoodreads

Decades of US stock data testing which selection rules have beaten the market.

“Strongly Recommended. Great data.” — Mohnish Pabrai

Source: Mohnish's Bookshelf — Books on Investing & Capital Allocation, entry 336

Recommended by: Mohnish Pabrai, Patrick O'Shaughnessy

Predicting the Markets of Tomorrow: A Contra
T2 Predicting the Markets of Tomorrow: A Contrarian Investment Strategy for the Next Twenty Years
James P. O'Shaughnessy
Goodreads

Why large growth stocks would lag for twenty years, and what to hold instead.

Recommended by: Mohnish Pabrai

What Works on Wall StreetDecades of US stock data testing which selection rules have beaten the market.1996T2Mohnish Pabrai, Patrick O'Shaughnessy
Predicting the Markets of Tomorrow: A Contrarian Investment Strategy for the Next Twenty YearsWhy large growth stocks would lag for twenty years, and what to hold instead.T2Mohnish Pabrai

Tags

oshaughnessy-asset-managementquantitative-investingfactor-investingbacktestingmomentumshareholder-yieldvalue-investing