Insights
In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
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Fundamental Factor Research: Monthly Revenue Information – part1
The Taiwan equity market possesses a rare institutional advantage globally: under the Securities and Exchange Act, listed companies are required to announce and report their operational results for the preceding month by the 10th of each month (Exception: starting from FY2026, insurance companies and entities with insurance subsidiaries may extend their disclosure deadline to the 15th of each month). This is commonly referred to in the market as "Monthly Revenue".
Factor Research – Tracking Smart Money Footprints via Foreign Institutional Concentration – QFII Part 1
Track QFII ‘smart money’ footprints in Taiwan large-cap stocks! Learn how the Foreign-Institutional Trading Concentration (conc_qfii) factor predicts returns.
Empirical Research on Behavioral Factors in the Taiwan Stock Market: A Case Study of the Share Distribution
In an AI-driven Taiwan stock market, mastering chip distribution (ownership structure) is the key to profitability. This study delves into the Share Distribution data from the TDCC, transforming 15 tiers of shareholding data into behavioral finance factors such as investor attention, opinion dispersion, and retail speculation. By utilizing Fama–MacBeth two-stage regression and the alphalens-tej quantitative tool, we precisely validate the predictive power of psychological biases on stock returns, providing investors with actionable Alpha strategies and robust risk management solutions.
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Quant Data Science
Numpy, Pandas
Using NumPy and Pandas to start your first step of data analysis After reading our previous articles, you might have already known how to get the data from TEJ API, store it into your computer, and update automatically! Then we are going to tell you how to analyze this data by using these two important packages- […]
Quant Data Science
Building your own database through TEJ API(II)
– update your database automatically Continuing with the TEJ API data collecting/reading/saving instructions which we have learned in the previous episode, this episode focuses on the way to update your database automatically. It is consistent with the previous episode, so friends who have not read the previous episode, please go back and read the introduction […]
Quant Data Science
Building your own database through TEJ API
– how to grab data from TEJ API? What is TEJ API? Would you find it very difficult to find a high-quality and stable source of data before doing an analysis on it? Or is it time-consuming to maintain your own web-crawling program after spending a lot of time creating it? Now, TEJ (Taiwan Economic Journal) has […]