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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy8.01%Strongfactor investing, smart beta, volatility effect
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    The Encyclopedia of Quantitative Trading Strategies

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