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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
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198Exploiting Term Structure of VIX FuturesDaily2equitiesfuturesComplex strategy19.67%Moderately Strongvolatility effect, volatility premium
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    The Encyclopedia of Quantitative Trading Strategies

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