Insights
In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
Trending
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
Browse all articles by topic.
Quant Data Science
Predict The Market?!
Preface Machine learning(ML), deep learning(DL), and artificial intelligence have been widely used by industries recently. Applications such as image recognition and voice recognition are common in our life. However, wall street, the world center of finance has already recruited many statistics, mathematics even physics experts as algorithmic engineers and quantitative traders to exploit trading strategies. There had […]
Quant Data Science
Technical Analysis
Most investors mainly do their investment from the technical analysis, the fundamental analysis and the chip analysis. The technical analysis will use a lot of historical data among these 3 methods. Therefore, we are going to use Python to share some technical analysis indicators which investors used frequently this week. Highlights of this article Links related to this article […]
Quant Data Science
Customize your own financial dashboard
Building the financial dashboard through python. ( the top 5 buy list of the foreign & other investors, and combine the trading volume of foreign investors with the stock price.) Preface We have introduced some functions of the most-used python packages such as matplotlib, numpy, and pandas in previous articles. In this episode, we will further […]
Quant Data Science
Matplotlib
A plot is better than countless words After two weeks of some complicated articles, let’s take a break and turn to our previous topic “Data Analysis” and introduce another important tool when working on the data analysis- data visualization! If you forget what we have done few weeks ago, you can go back, review on them and come […]
Quant Research
The investing strategy of Benjamin Graham—the founder of securities analysis
Using Python to fulfill the investing strategy of Benjamin Graham meanwhile backtesting it in the Taiwan stock market. Preface — who is Benjamin Graham? We will introduce the defensive investing strategy which was created by Benjamin Graham — master of value investing. Benjamin Graham is the recognized pioneer of securities analysis. His first private fund […]
Quant Data Science
Backtesting
Through the previous 2 articles of “Data Analysis” , we have shared with you how to use Numpy and Pandas to start the first step of data analysis and the importance of using the adjusted stock price if you want to calculate the return. Therefore, this time we are going to use those tools to do […]
Quant Data Science
「Garbage in, garbage out.」
– Explaining the importance of data quality — Free data api versus TEJ API Highlights of this article Links related to this article Adjusted v.s non-adjusted stock price Using 0050 as an example: Assume that 0050 was priced at 30 dollars 10 years before, and the current price of 0050 is 120 dollars. Therefore, we […]
Quant Data Science
Numpy, Pandas
Using NumPy and Pandas to start your first step of data analysis After reading our previous articles, you might have already known how to get the data from TEJ API, store it into your computer, and update automatically! Then we are going to tell you how to analyze this data by using these two important packages- […]
Quant Data Science
Building your own database through TEJ API(II)
– update your database automatically Continuing with the TEJ API data collecting/reading/saving instructions which we have learned in the previous episode, this episode focuses on the way to update your database automatically. It is consistent with the previous episode, so friends who have not read the previous episode, please go back and read the introduction […]
Quant Data Science
Building your own database through TEJ API
– how to grab data from TEJ API? What is TEJ API? Would you find it very difficult to find a high-quality and stable source of data before doing an analysis on it? Or is it time-consuming to maintain your own web-crawling program after spending a lot of time creating it? Now, TEJ (Taiwan Economic Journal) has […]