Traders.com is a great resource for technical traders, and so is their Technical Analysis of Stock & Commodities Magazine.
In the interview he describes some of the processes by which Capitalogix creates diversified portfolios.
David discusses the systems design process and how trading styles, across multiple time frames, complete with stop management are applied to variety of global futures markets.
He then describes how Capitalogix combines these systems into baskets (which are specialized mini-portfolios) using techniques liked fixed fractional and ratio level position sizing algorithms.
The interview ends with a description on how the baskets get allocated properly using Optimal Weight, Minimum Variance or Risk Parity allocation formulas to form the final trading portfolio.
As a trader, you are likely to find something interesting in Technical Analysis of Stock & Commodities Magazine.