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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
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198Exploiting Term Structure of VIX FuturesDailyequities19.67% volatility effect, volatility premium
199ROA Effect within StocksMonthlyequities12.15%13.36%equity long short, factor investing, fundamental analysis, smart beta, stock picking
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    The Encyclopedia of Quantitative Trading Strategies

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