Insights

Highlights Preface We are strange and familiar with the winning rates, odds, and betting ratios. We often depend on our sentiment to multiply the winning percentage and odds in our hearts and determine the betting ratio of the investment. Therefore, it’s difficult to explain our subjective betting ratio to someone. It is inevitable in investment […]

In this article, we will show you how to export mutilated data with the “Transfer Data” function. Then, we will apply the data in the Margin Trading database to help users select fundamental indicators.

First of all, we would implement the process to construct models so as to make you understand the application of python packages. However, in case of redundancy of this article, there is no hypothesis test. Subsequently, we would calculate the forecasted return and price. Last but not least, apply visualization to compare the prediction and actual trend to assess the result of ARMA-GARCH.

his chapter, [Margin Trading]will be divided into three parts. The first part will guide readers in a simple and unburdened way to learn how to operate the [Margin Trading] database.

How do the three primary institutional investors invest in Taiwan stocks? Highlights Preface The three primary institutional investors are essential participants in the Taiwan stock market. Others investors use three direct institutional investors’ daily trading volume, cumulative trading volume, and the shareholding ratio of stocks to be a benchmark to invest. Therefore, we analyze the […]

Return of TAIEX before & after Market Closure Period Highlights Preface Chinese New Year is the most important festival of Chinese society. Traditionally, it is the genuine year-end. Stock market participants would conclude market performance in past year and begin the project targeting upcoming year. Therefore, this article would take Chinese New Year as the […]

Establish a pairs trading strategy between Evergreen Shipping and Yang Ming Shipping with Python. Highlights Preface When the market capital is excessively flooded, to avoid systemic risks, investors often establish long and short positions at the same time through asset allocation to eliminate most market risks and obtain stable returns. However, we select Evergreen and […]

First of all, we need to declare the Time Series concept. It is a kind of data structure showing the development of historical data by the order of time. As for Time Series Model, it is applied to analyze time series data. Further, by this model, we manage to find high-likelihood trend and make forecasting.

Analyze the source of portfolio performance Highlights Preface Portfolio’s performance is affected by many factors. It is not easy for us to clearly distinguish whether the performance is due to the rise in the market, the stock selection ability of traders, or the proper allocation of assets or industries? Therefore, we can use the performance […]