The concept of factor investing has garnered significant attention in recent years as an innovative approach to portfolio management. The idea behind factor investing is that it seeks to uncover the primary sources of return in investment portfolios, and to explicitly target these sources, known as factors. By systematically identifying and targeting these...
I spent a week curve fitting Lambo script for the SPY/ES futures market and today all the parameters hit the sweet spot with super high profit factor. I did it by severely limiting the script's ability to go short. All metrics for trade entering is very specific with longs operating off a 300 moving average and shorts operating off a 120 MA. I used FRAMA as the...