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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
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237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
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198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
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    The Encyclopedia of Quantitative Trading Strategies

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