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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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
Jim Slater’s Zulu Principle
To construct a portfolio based on Jim Slater’s principle Preface Jim Slater is one of the well-known U.K. investors. He used to write column articles of portfolio recommendation for Sunday Telegraph and was famous for earning around 68.9% return during the period between 1963 to 1965, while the U.K. stock market only grew at 3.6% […]
Market Knowledge & Data Guides
Introducing Three Major Institutional Investors in Taiwan (3)
In the last two articles, we’ve introduced the three major institutional investors in Taiwan. Now we are heading to share the calculation methods of Dealers’ shareholding ratio.
Quant Research
Warren E. Buffett’s Value Investing
Stock screening from Buffett’s investing principles. Preface Warren E. Buffett is the person who has made the most money from stocks in the history of the world. He returned to Omaha in 1956 and started with $100. As of August 1999, his total personal assets have reached $36 B, becoming the second richest person in […]
Quant Data Science
Obtain Financial Data
Demonstrate how to get data from TEJ API financial database Preface Financial data is the information firms disclose each season, or financial indicators based on that information. Common financial data mainly comes from balance sheets, income statements or cash flow statements. Besides, TEJ API financial database also includes more comprehensive information such as financial ratios, related […]
Quant Data Science
Modular Backtesting System
Use TEJ API to construct our own backtest system. Preface Trade Backtest is a more scientific approach to test strategy nowadays. Although the past cannot represent the future. The result of backtest can provide us some information about the strategy. However, if we have to run different strategy, we need to build a new system. […]
Quant Research
Trading Strategy by Keeping an Eye on Big Players
Chip analysis and backtesting using TEJ API trial database Preface Generally speaking, big players such as institutional investors, insiders or other investors holding large amounts of shares have information advantages over retail investors. Thus, they are more likely to select stocks with potential growth and distance themselves from risky stocks. To decrease this kind of […]
Quant Data Science
Starting Using TEJ Trial Database
The application and usage of TEJ API trial database Preface With the increase of the calculation power of chips, Big Data has become more and more important, especially in the field of the financial markets. How to analyze a specific industry or company precisely? It always comes bias if we analyze by our intuition. Therefore, […]
Quant Research
The investment strategy of Trinity Investment Management
Fulfill the investing strategy of Trinity Investment Management through python. Preface Trinity Investment Management, founded in 1974, was only provided investment research advice for investment institutional clients, and it has managed investment portfolios for clients since 1980. In 1999, it became a member of Oppenheimer Funds, Inc., one of the largest mutual fund and investment […]
Quant Research
Roger E. King’ s investing strategy
Fulfill Roger E. King’ s investing strategy through python. Preface Roger E. King is a well-known value fund manager in the United States. He used to be the senior vice president and chief investment officer of Sun Insurance Services and senior vice president of GULFCO Investment Management. He founded King Investment Advisors Inc. in 1981. […]
Quant Data Science
When TEJ API meets Line Notify
Sending the important data information to your phone through Line Notify After building our own database through TEJ API and understanding how to use Window Task Scheduler to update the database regularly a few weeks ago. Today we are going to teach you how to make it more convenient. That is through the Line Notify to automatically […]
Quant Data Science
TEJ Rest API Document
Using the document to have a deep understanding of TEJ Rest API. Preface TEJ has official packages which are specialized for R, Python users to make data collection more convenient. (Python API document) TEJ also cares about the programmers of other language users(C, C#, Java), so we have developed Rest API to extract data from […]
Quant Data Science
TEJ API Document
Using the document to have a deeper understanding of TEJ API. After previous financial data applications we have introduced to you, we have received some messages about how to use the API properly. Therefore, to make users use our TEJ API more comfortably, we will spend one to two weeks to make a clear description of […]