Say that you have 20 different profitable systems/algos that you want to trade.

1) Is it always best to combine these into one portfolio and allocate capital to that and trade?
You would of course do OptimalF allocation of capital between your algos/assets that you trade (or similar).

2) Looking at the different Z systems Zorro offers, is there a reason they are split in different systems? Most Z systems seem to have multiple algos grouped together under one.

3) Anyone know about further reading on this subject? Books, articles, blog posts etc.