We are discussing how to estimate f , in leverage space model with that formula. Leverage Space is used on a basket of markets and /or systems. It seems you need more basics on f, here is a tutorial on f. It covers concepts for applying to one system or market and includes some basic history. http://tradersstudio.com/Tutorials/Optimalf.aspx Leverage space also let's us optimize and control various trading properties , like maximizing MAR, minimizing drawdown, or maximizing the chance of winning over a given period.
The latest release of TradersStudio is good and has lot of features. Could you please tell us of any new better methods (functions etc.) to check out the markets relationships?