Say you are trading 2 similar systems both with similar proven stats on two different markets.
Instead of allocating 50% to each system, is possible to trade say 75% of your capital to each, so trading your capital at 150%.
Will this increase your risk by 1.5 or will it be smaller as it across 2 markets?
Or would it all depend on how highly the markets are correlated?
Also same question, but 2 different systems but on the same market?