Multifactor Carry Momentum
- Experts
-
Utibe Udoh
I studied Computer Science and have great passion for programming. I develop MQL4 and MQL5 Expert Advisors (Forex Trading Robots) with years of experience. Try my robots and signals. Or, you have a strategy? Let me do the coding! - Versione: 4.0
- Attivazioni: 5
Institutional-grade multi-factor trading system combining three proven strategies:
- CARRY: Swap differential based positioning
- MOMENTUM: Trend strength with skewness/kurtosis filters
- VALUE: Mean reversion using Z-score normalization
Features:
- Composite alpha score with adjustable factor weights
- ATR-based dynamic position sizing
- Individual trailing stop & breakeven management
- Equity-based basket trailing protection
- Max drawdown emergency circuit breaker
- Interactive dashboard with real-time factor signals
