Insights

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 […]

Using deep learning model to predict stock price? Highlights Preface Predicting stock prices has been pursued by people, but the randomness of stock prices not easy to forecast. With the progress of data science, the calculation cost has been greatly reduced. This article use more complex deep learning model for stock prices prediction compare to [Quantitative […]

Analyze the relationship between U.S. Treasuries and different types of Taiwan stocks. Highlights Preface Raw material prices soaring, inflation and interest rate increases are the main issues in the financial market this year. The news media often report that the recent decline in Taiwan’s stock market is related to international capital flows, so this article […]

Highlights Preface when the United States 10Y Government Bond -United States 2Y Government Bond <0 ,we call it yield curve inversion 。 Usually longer-term bonds will have higher interest rates, but when the market have doubts about the economy ,yield cruve inversion happen! So in this article , we try to plot the Macroeconomic Index a year […]

Apply Financial Data to Predict Stock Price Fluctuation Highlights Preface Support Vector Machine, short as SVM, is a machine learning algorithm based on Statistics theorem. It is widely used in data classifier and regression. As for this article, we would focus on Classifier. Simply put, classification of SVM is conducted by draw straight or irregular […]

Effective Explanatory Variables for Economic Growth Highlights Preface Least Absolute Shrinkage and Selection Operator, short as Lasso, is mainly used for variable selection and regularization in Regression. The function of “Penalty” setting would in Lasso lets us adjust the complexity. Therefore, with Lasso, we are able to alleviate “Overfitting”. Penalty in the model is used […]

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 […]