Insights
In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
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Editor's picks from our research desk.
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.
Insights
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Market Knowledge & Data Guides
Mastering the Dynamics of Financial Data Sourcing: A Strategic Guide
Unlock business success with accurate and comprehensive financial data – the lifeblood of strategic decisions and market understanding. Master the art of financial data sourcing for successful analysis. Navigate the dynamic market with astute judgment to ensure relevant insights for effective financial modeling.
Industry Insights
What are AT1 bonds? The Risks Behind its High Yield
In 2023 bank collapsed, with UBS’s acquisition causing Credit Suisse’s AT1 bond cancellation. As investors, do we know the intricacies of AT1 bonds and savvy strategies to navigate their potential risks?
Quant Research
Stagnant Panel Price, AUO and Innolux Improve Product Portfolio to Navigate Challenges!
Amid the dim prospects of the panel industry and stagnant panel prices, how are Taiwan’s panel industry leaders, AUO and Innolux, navigating the challenges by enhancing their product portfolios?
Market Knowledge & Data Guides
ESG Bond Introduction II
The previous article mentioned the basic types of ESG bonds, and we believe you have a basic understanding of these types of bonds. Next, we will introduce specific types of ESG bonds, and briefly introduce you to a few representative countries that are currently promoting sustainable finance policies and ESG bond market development.
Market Knowledge & Data Guides
What are ESG Bonds? Understanding This Key Player in Sustainable Finance
ESG bonds are issued in the same way as regular bonds, but the difference lies in the use of the funds, which is the most important reason to differentiate ESG bonds from regular bonds.
Industry Insights
BenQ-AUO Group (2352. TW): Form Joint Task Force for a Voyage into New Oceans!
In 2014, CiHong Chen presented the blueprint for the Joint Task Force, aiming to expand the BenQ-AUO group’s scale and enhance resource integration. After several years, has this Joint Task Force successfully realized synergies?
Industry Insights
Transformation and Turmoil in the Gaming Industry’s Business Landscape!
The gaming industry has been actively investing in R&D to cater to gamers. However, the industry’s turmoil has led to significant changes in the ownership of gaming companies…
Industry Insights
CDF Holding (2883. TW)& Chailease (5871. TW): Who Emerges Victorious in the Gu Family’s Business Race?
Have the CTBC, KGI, and Chailease groups successfully carried forward the glorious tradition of the Gu family’s financial empire? What achievements have the Gu family’s group enterprises secured individually?
Quant Data Science
Implementation of Deviation Rate Trading Strategy using TEJAPI and LLM
This article explores how the combination of LLM and TEJAPI enhances the efficiency and precision of stock market analysis. It elucidates how this integration contributes to identifying market trends, analyzing stock performance, discovering key information in market news, and providing third-party investment insights. This synergy not only aids professional traders and investors but also offers ordinary investors more ways to grasp the dynamics of the market.
Industry Insights
Reviving from the Shadows: The Passive Component Industry Awaits the Dawn of Recovery!
Have Taiwanese manufacturers in the passive components industry witnessed any shifts amidst the 2023 decreasing demand challenges?
Quant Data Science
TQuant Lab Aroon Up Down Trading Strategy
Aroon Indicator, developed by Tushar Chande in 1995, is typically for measuring market tendency. It consists of two lines - Aroon Up and Aroon Down.
Industry Insights
Decoding Side Pocket Accounts: Advancements in Fund Liquidity Risk Management
To ensure the liquidity of mutual funds, the Financial Supervisory Commission (FSC) has recently allowed fund management companies to adopt the “Side Pocket” mechanism …