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Taiwan Economic Journal (TEJ) proudly participated in the Neudata London Data Summit in March 2025, where we connected with global data buyers, quantitative investors, and financial institutions eager to explore differentiated data opportunities across Asia.
As one of the few providers specializing in Taiwan market data services, TEJ showcased a portfolio of high-quality, point-in-time datasets tailored to empower factor investing and uncover actionable alpha signals.
During the event, TEJ presented a curated portfolio of Taiwan stock market datasets, with a focus on:
In our one-on-one conversations at the summit, it became evident that interest in Taiwan market data is growing. Taiwan plays a pivotal role in the global technology and semiconductor supply chain, and its public companies are required to disclose financial results—including monthly revenue—more frequently than their regional counterparts.
Built with point-in-time integrity, TEJ’s datasets enable investors to conduct more accurate backtests and construct reliable factor-based models. By aligning with quantitative workflows, our structured data empowers users to trace historical signals precisely and evaluate strategy robustness with confidence.
We invite you to learn more about TEJ’s data solutions, which support a broad spectrum of use cases including alpha research, quant screening, risk analytics, and fundamental analysis.
TEJ’s coverage spans across corporate fundamentals, pricing data, earnings events, ESG metrics, and market sentiment indicators—designed for integration with your internal models and dashboards.
Following our London appearance, TEJ will be present at the Neudata Data Summit in Hong Kong this June, where we will continue engaging with institutional investors and showcasing how Taiwan stock data contributes to a well-rounded Asia strategy.
Follow us on LinkedIn for updates on product enhancements, upcoming events, and insights from Taiwan’s financial markets: 🔗 TEJ LinkedIn
