Insights

KD indicator is one of the commonly-used indicators in technical analysis. It’s mainly used for judging the current strength of stock price or possible timing of reversing. Following is the way to calculate this indicator

Use algorithm to learn the investment factors and predict returns. Highlights Preface We talked about how to create new enviornment and install XGBoost last time. If you haven’t read it yet, please click this link. In this article we will make some preprocessing on data. Then train the model to predict the stock returns and try […]

Observe the relation between employee turnover rate and stocks return Highlights Preface In recent years, there’s an investment called ESG investing, meaning when investing, the firm’s financial performance is not the only thing to be considered. Instead, its influence over environment and society and its corporate governance should be stressed as well. There are no […]

Use algorithm to learn the investment factors and predict returns. Highlights Preface Recently, a lot of algorithms have emerged, and various mathematical models have been developed to solve problems. The classic model is “regression”. With the advancement of technology, algorithms now been developed which can improve and learn by themselves (Machine Learning). Nowaday has developed […]

Use free database to do backtesting Highlights Preface MACD, standing for moving average convergence divergence, can be used to identify the medium-term and long-term trend of stock price. If the fast line (DIF) crosses from below to above the slow line(MACD), indicating there’s an upside momentum. On the contrary, when the fast line crosses from […]

The gambling trading strategy. Highlights Preface 「Martingale Strategy」is a popular way of gambling since 18th century. The main method is to double the next bet when we lose this time. By this strategy, if we win the next bet, not only recover previous losses, but also get rewards for the first bet. It sound like […]

All roads lead to Rome Highlights Preface TEJ offers different ways to access to TEJ database through programming languages, such as Python-based REST API and TEJ API, R-based R API or NET-based .Net API. Even though the mechanisms behind these are a bit different, the logic of getting data and the way to set input parameter share many similarities, which enable […]

Use trial database to determine the weight of your portfolio. Highlights Preface Most people often have hard time to determine the weight of portfolio. However, Harry Markowitz, the Nobel Prize winner in economics, gives us a theory based on the volatility and correlation of stocks. Simulated by different weights on portfolio, we can put the […]

Use python and TEJ database to execute event study Preface Seasoned equity offerings is a common financing option for listed firms, and the purpose of it includes expansion of capital expenditures, retirement of debts and improvement of financial structure. However, previous literature has implied that this borrowing behavior tends to send negative signals to the market, […]