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Fundamental Factor Research: Monthly Revenue Information – part1
The Taiwan equity market possesses a rare institutional advantage globally: under the Securities and Exchange Act, listed companies are required to announce and report their operational results for the preceding month by the 10th of each month (Exception: starting from FY2026, insurance companies and entities with insurance subsidiaries may extend their disclosure deadline to the 15th of each month). This is commonly referred to in the market as "Monthly Revenue".
Factor Strategy – Integrating Broker Consensus to Enhance Foreign Concentration Strategies – QFII Part 2
Boost your quantitative strategy with QFII concentration & broker consensus! Discover how the conc_qfii fusion strategy delivers a 30.12% annualized return in the Taiwan large-cap market.
Factor Research – Tracking Smart Money Footprints via Foreign Institutional Concentration – QFII Part 1
Track QFII ‘smart money’ footprints in Taiwan large-cap stocks! Learn how the Foreign-Institutional Trading Concentration (conc_qfii) factor predicts returns.
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Quant Research
The Gospel for Dividend Investors? Backtesting Performance of High Dividend ETF
As the name suggests, high dividends refer to companies distributing higher profits to investors in the form of cash dividends. There is no specific definition of how much dividend constitutes a high dividend. This article will utilize TQuant Lab to conduct a backtesting performance analysis of buying and holding High Dividend ETF.
Quant Research
Defensive Stocks : Recover After Going Ex-Dividend
Highlights Preface In Taiwan ,our investor have the higher preference for the high yield stock,and high-yield stocks tend to be accompanied by low volatility,that we call low Beta. The Beta value represent the correlation with the broader market,0050is well known in Taiwan ,and the beta is between about one ,It shows that he can reflect […]