Insights

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 […]

Using the number of margin trading and short selling and volume to establish the herding indicators then analyze by regression model.  Keyword：Herding Indicators、Margin Trading、Application  What are Herding indicators?  The emergence of behavioral finance has challenged the traditional view in investment theory that individuals make rational investment decisions. The “herd behavior” represents the tendency of investors […]

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 […]

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 […]