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In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
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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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Market Knowledge & Data Guides
What is Quantitative Data: Definition, Types, & Analysis
This article will explore what quantitative data is, outlining its meaning, types, and examples, while briefly viewing its collection and analysis methods.
Quant Data Science
Algorithmic Trading Guide：Leveraging TQuant Lab Strategies with the SinoPac API for Automated Trading
This article will guide you through leveraging the TQuant Lab SuperTrend strategy in combination with the SinoPac API to quickly master the essentials of algorithmic trading. Let’s become pioneers of algorithmic trading in the Taiwan stock market together!
Market Knowledge & Data Guides
What is Market Sentiment & How is it Used in Trade Strategy
What is market sentiment? How can it enhance trade strategies? Learn more about the importance of market sentiment and its key indicators in this article.
Quant Data Science
Newbie Troubleshooting：Answering All Your Questions About TQuant Lab.
When using TQuant Lab for backtesting and strategy analysis, beginners may encounter various technical challenges and questions. This article provides solutions and tips to help users develop and backtest strategies more smoothly, improving efficiency and accuracy. Hopefully, this information will help resolve common problems faced by newcomers.
Market Knowledge & Data Guides
Quantitative Investing Strategies: 10 Types, Pros & Cons
This article will explore the common types of quantitative investment strategies as well as the advantages and potential challenges of this trading model.
Market Knowledge & Data Guides
Quantitative Data Analysis Explained: Methods & Finance Uses
What is quantitative data analysis? See how numerical data is analyzed using proven methods, with examples and practical applications in finance and analytics.
Quant Data Science
TQuant Lab Williams %R, looking for stock price turning points
This time, the Williams %R strategy was used for backtesting. The Williams indicator is also called the Williams index, wmsr, or W%R. Its English name is The Williams Percent Range. It was created by the famous American trader Larry Williams in 1973. It is a standard indicator in technical analysis. One. The KD line and other indicators commonly used by investors to judge overbought or oversold are developed based on the William indicator.
Quant Data Science
TQuant Lab Ichimoku Kinko Hyo Strategy, A Self-contained Technical Analysis Indicator
The Ichimoku Kinko Hyo strategy employed in this simulation utilizes the concept of the three-line conversion in the Ichimoku Cloud chart for backtesting, coupled with trailing stop-loss testing for profitability. Under the pen name Ichimoku Sanjin (いちもくさんじん / Ichimoku Sanjin), Goichi Hosoda authored seven series of works detailing the philosophy behind this indicator and its trading system.
Quant Data Science
TQuant Lab KD Indicator Strategy: Exploring Stock Price Reversal Timing?
The KD Indicator is a practical and widely used tool in technical analysis. It’s primarily used to determine the short-term strength of stock prices and potential reversal timing.
Quant Data Science
TQuant Lab RSI Moving Average Strategy – Identifying Reversals in Oversold Conditions
Creating a convergence strategy with the RSI moving average strategy. The RSI is an oscillating technical indicator representing the comparative strength between buyers and sellers in the market.