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I am looking for references that are specific to quantitative trading strategies that exploit low-frequency dislocations in markets, which lend themselves as overlays for a strategic asset allocation of a multi-asset portfolio (equities, high-yield credit, bonds, precious metals) that improve the overall portfolio performance statistics. Instruments used could be quite flexible, for example futures, options or CDS.

One reference that I already found is Advanced Futures Trading Strategies by Robert Carver, but only a few strategies covered would come close to the description above.

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    $\begingroup$ Pls consider focusing your question on a more specific issue because, as it is, it is likely to lead to low quality link-only answers. $\endgroup$
    – Alper
    Jul 2 at 14:35

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