Agreed. The probability of a bad event with combined models having low correlation is never zero. However, if we can achieve a 3.0 Sharpe, we...
Let me try to tackle number 2 first. 2. How should a risk profile of a single system reflect towards a portfolio of systems? (OK... I'll...
Several threads have speculated about the topic of combining multiple systems to create a better system. The latest 'Acrary is a genius' thread...
Separate names with a comma.