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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy12.15%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking
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    The Encyclopedia of Quantitative Trading Strategies

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