Insights

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 […]

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 […]

TEJ [Directors & Supervisor’s Remunerations database] provides various information related to the remuneration of directors and supervisors, ranging from total remuneration and salary, numbers, remuneration to income ratio to the information of directors, supervisors, and managers’ remuneration and salaries. Up to 55 sub-blocks, users can experience the most complete and accurate Taiwan’s remuneration of directors, supervisors, and managers. This article will introduce the importance of directors’ and supervisors’ remunerations information, applications, and how to find these data.

In 1997, Robert Merton and Myron Scholes won the Nobel Prize in Economics for their Black-Scholes options pricing formula, beating out many other contenders. The Black-Scholes model is still a widely-used option pricing model in the financial industry and by investors due to its excellent mathematical properties, simplicity, and ease of use. Today, we will focus on programming this model and Greeks derived from Black Scholes model.

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 […]

In the previous article, we introduced how to build indicators with the margin trading database. This article will be the last one of this series, and we will help the readers become familiar with the Day Trading Statistics database and the Balance of Securities Provided as Financing Collateral database.