Quant Research

We use Python to backtest Kenneth L. Fisher’s growth stocks strategy on the Taiwan stock market. Keyword： Kenneth L. Fisher、Growth Stocks、Strategy Backtest What is Kenneth Fisher’s Growth Stocks Strategy? Kenneth L. Fisher, founder and president of Fisher Investments, and his father Philip A. Fisher, a representative of Qualitative Investment in the United States. Warren Buffett […]

We use yoy and mom of monthly sales of Taiwan listed companies to establish strategies and observe the win rate and return. Keyword：Application、Monthly sales、Backtesting Highlights Difficulties: ★★☆☆☆We use yoy and mom as our buy&sell point for trading strategy.Advice: The backtesting framework in this paper can refer to 【Quant】 Market strength indicator trade. For readers who are […]

Use market strength indicators cross strategy to backtesting Highlights Difficulty：★★☆☆☆ Use market strength indicators to do the moving average cross investment strategy Advice：We use various technical indicators and strict long & short filter condition to judge the numbers of stocks strength and calculate market long short indicators. Using moving average cross strategy and visualization trading […]

We calculate the win rate and return by industry for the emerging market to listed market. As opposed to the company releasing news — the event day study that will apply to the listed market. Key Words：Pre IPO、Sweet Period Highlights Difficulty: ★★☆☆☆ Advice: This article use Python to select and classify data, then implement the […]

Exploiting the Logit & Probit regression model to analyze the chances of a company’s bankruptcy. Highlights Preface Predicting the future is what every investor wants to pursue, whether it is for the future market or the future of the companies and the industries. Still, there is always uncertainty and randomness in predicting the future, so […]

Monte Carlo Simulation Highlights Preface The purpose of Monte Carlo simulation is to estimate the likely outcome of an uncertain event, and it works by modeling the variables of the uncertain event by assuming a probability distribution. Also, each forecast period is constantly recomputing the results with a random set of numbers, resulting in a large […]

Highlights Preface In Taiwan ,our investor have the higher preference for the high yield stock,and high-yield stocks tend to be accompanied by low volatility,that we call low Beta. The Beta value represent the correlation with the broader market,0050is well known in Taiwan ,and the beta is between about one ,It shows that he can reflect […]

along for the ride Highlights Preface we introduce the Momentum trade last time ,now we are going to teach you how to find this stock ,if we are not highly involved the marker,we often found in the news which already price in ,so what we want to do is find the stock automatic.It also can save […]

use volume indicator to backtesting , using 2618 Highlights Preface Nowadays Momentum trade are frequently used to trade strategy,we often talk about the price-volume relationship .So in this article we are going to talk about this strategy which based on abnormal growing of the trading volume.but this strategy doesn’t have the clear definition.so we write […]