1 Introduction
2 The Four Levels of
Capital Allocation
2.1 Business Level
2.2 Account Level
2.3 System Level
2.3.1 Fixed
Equal Capital Allocation
2.3.2 Proportional Allocation Based on System Expectancy
2.3.3 Adjustable Proportional
Allocation Based on System Value
2.3.4 Adjustable Proportional Allocation Based on System Value within Market Type
2.4 Trade
Level
3 Summary
