James P. O'Shaughnessy

Founder of O'Shaughnessy Asset Management and of O'Shaughnessy Ventures; hosts the Infinite Loops podcast.

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