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- 3 April 2013
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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?
Cheers
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?
Cheers