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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 historical [...]
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 as a hypothetical case study. I conclude that even if I can trade in my best month, every month, I would still lose money in a TFSA because of [...]
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 period I use. The reward is the max daily swing, which is the daily ATR. Click here to continue reading... (113 words)
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