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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy9.92%Moderately Strongarbitrage, pairs trading, spread trading
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    The Encyclopedia of Quantitative Trading Strategies

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