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Category Archives: Quantitative Analysis
Is a $5000 Questrade TFSA trading account cost effective? – Part 3
This post continue on the calculations from part 2 of this TFSA trading cost analysis series. Part 1 is an introduction outlining the rationale for this work. Let’s pick up where we left off. I was just about to figure out what is my expected profit using probability theory. To do that, I use my [...]
Is a $5000 Questrade TFSA trading account cost effective? – Part 2
Part 1 of this TFSA trading account cost analysis series considered the costs of a TFSA trading account using data from my recent forex trading (forex trading is not allowed in a TFSA, by the way) as a hypothetical case study. I conclude that even if I can trade in my best month, every month, [...]
Reward Risk of Popular Index Futures
ER2 YM ES EMD 10min ATR 2.7 32 4 2.6 Daily ATR 26 341 42 25 $ / point $100.00 $5.00 $50.00 $100.00 Reward/Risk 9.63 10.66 10.5 9.62 I’m using the intra-day ATR as a risk factor because I’m assuming them as noise. I use 10 min. as the basis because that’s about the time [...]
My name is Paul and I am a full-time engineer, part-time trader. Back in 2000, I deposited my $5000 interest-free student loan with an online broker. Since then, my interest in trading has become an obsession.
Is a $5000 Questrade TFSA trading account cost effective? – Part 4