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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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271Earnings Announcements Combined with Stock RepurchasesDaily100equitiesstocksModerately complex strategy25.2%Strongearnings announcement, factor investing, fundamental analysis, smart beta, stock picking, trading earnings
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The Encyclopedia of Quantitative Trading Strategies

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