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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Quant Research
Michael Sivy’s 4 Key Income Investing Principles Unveiled
In the world of investing, accurate predictions and systematic analysis are key to achieving long-term success. Strategists who can decipher market trends become sought-after figures for investors eager to learn. Michael Sivy is undoubtedly one of the best. With precise market forecasts and unique investment insights, he has built a stellar reputation in the U.S. investment community. From warning of the 1987 stock market crash to predicting a market turnaround in 1995 and foreseeing the bursting of the tech bubble in 1999, Sivy has demonstrated exceptional market foresight through decades of research and hands-on experience. His book, The Rule of 72, has become a must-read classic, offering systematic analysis and clear guidelines for investors of all types.
Event & Alternative Signals
Alternative Data Integration: Step-by-Step Guide for Investors
Dividend arbitrage focuses on the price inefficiencies between dividend payouts and option pricing. This article will explore its execution process, examples, and challenges.
Event & Alternative Signals
Investing with Labor Market Alternative Data: Insights & Tips
Dividend arbitrage focuses on the price inefficiencies between dividend payouts and option pricing. This article will explore its execution process, examples, and challenges.
Event & Alternative Signals
Alternative Data in Hedge Funds: Strategies & Success Story
Dividend arbitrage focuses on the price inefficiencies between dividend payouts and option pricing. This article will explore its execution process, examples, and challenges.
Quant Data Science
How to Collect Quantitative Data: Common Methods
Quantitative data collection methods include surveys, interviews, observations, and dataset reviews. Explore the techniques, pros, and cons of each method.
Factor Investing
Analyzing Factor Performance with Alphalens: Price and Volume Factors
In investment decision-making, price-volume factors are essential for investors to gain insights into market behavior. The relationship between price and trading volume supply and demand dynamics of an asset also reveals capital flows and shifts in market sentiment. These factors play a crucial role in capturing short-term opportunities and identifying potential risks in asset allocation.
Market Knowledge & Data Guides
What is Dividend Arbitrage: Strategy, Process, & Examples
Dividend arbitrage focuses on the price inefficiencies between dividend payouts and option pricing. This article will explore its execution process, examples, and challenges.
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
Differences Among TEJ API, TEJ Tool API, and TQuant Lab
TEJ (Taiwan Economic Journal) is a renowned financial information service platform in Taiwan. It provides a wide range of data and analysis tools covering various aspects such as economics, finance, stock markets, bond markets, and futures. With its extensive database and professional analytical features, the TEJ platform is widely used by financial institutions, research units, and investors to access real-time, accurate market data and conduct in-depth data analysis to support decision-making.
Industry Insights
Revolutionizing Sustainability: Why E-Paper is the Future and Who’s Leading the Industry
The pandemic reshaped business models, boosting electronic device sales but exposing the drawbacks of LCD and OLED screens, like eye fatigue and weight. E-paper’s lightweight, eye-friendly, and sustainable features have fueled its growth, extending from e-readers to the booming demand for electronic labels. This article explores global e-paper trends and opportunities for Taiwanese manufacturers.
Event & Alternative Signals
What Is Event-Driven Investing? Strategies, Examples & Insights
Learn what event-driven investing is, how it exploits pricing inefficiencies from corporate events, and explore common strategies with real-world examples.
Factor Investing
Analyzing Factor Performance with Alphalens: The Value Factors Edition
This series of articles uses Alphalens to examine the application and effectiveness of various factors in the market. In previous articles, we analyzed “foreign capital factors,” exploring how foreign investments influence the market. This article will focus on “value factors,” examining valuation-related indicators that reveal intrinsic value and affect long-term returns. You can use the alphalens-tej tool within TQuant Lab. This tool not only integrates TEJ data but also eliminates tedious data processing, allowing you to easily assess factor performance and further support the development of investment strategies.