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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
237Dispersion TradingequitiesoptionsVery complex strategy1996-20071215.39%13.86% 0.82
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    The Encyclopedia of Quantitative Trading Strategies

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