TEJ Factor White Paper 2025: Navigating Taiwan's Equity Market with Factors
Taiwan—the core of the global tech supply chain—offers globally scarce exclusive institutional flow and broker branch trading data, making it a critical market for generating excess returns.
This white paper, based on TEJ’s 30+ years of financial data expertise, is designed for institutions and quant teams looking to integrate Taiwan into their strategies. We provide factor empirical evidence and solve the core challenges of quant research implementation.
What You Will Gain:
🏆 Proven Results: Empirical analysis of 3 key factors for the Taiwan market:
．Idiosyncratic Volatility (IVOL)
．Capital Gain Overhang (CGO)
．Short Interest Ratio (SIR) (A unique Taiwan market signal)
Result: Factor screening is proven to significantly boost risk-adjusted returns (e.g., Sharpe Ratio up to 1.70).
🛠️ Robust Foundation: Master the implementation of Point-in-Time (PIT) data to eliminate look-ahead bias and ensure your strategies are backtestable and reliable.
💡 Unique Insights: Learn how to utilize the unique SIR signal to transform market sentiment and behavioral finance theory into actionable quant strategies.
Fill the form to download the free white paper and unlock your Taiwan Alpha !
