I have a set of Experts i'm running on my live account and i wolud like to know if some one knows a good way on how to set the risk parameters to obtain the very best division between the systems?
And then i mean the best regading to get the lowest Standard Diviation, the highest Sharpe Ratio and of course the highest profit to the lowest drawdown.
I have heard of a system called CAPM wich shall be a good one but it's quite hard to understand an calculate. If uising 8 system as i do i need to calculate with a 8th grade ekvation and that's quite hard to make.
So if someone knows a good way to calculate, some nice article, have an excel sheet to share or anything to make a good division please post it.