Can you beat the market? Many investors believe they can. Yet, the truth is that it is not an easy task. In this presentation, we discuss some of the research that led some academics to theorize that it is actually impossible to beat the market. It's too bad for them that there are many individuals and groups that have been able to do better than the market over long periods of time. We will take a look at some of them and also review some famous myths and stupid sayings.