Insights

Use common technical indicators to backtesting Highlights Preface Relative strength index (RSI) is the momentum technical indicator. It is usually used as an oscillator interval to evaluate overbought or oversold condition by measuring recent trend of price movements. Following is the way to calculate this indicator: Criterion of RSI: RSI’s Deactivation: Gain and loss is […]

Analyze the relationship between the company’s earnings management and the earnings-price ratio group Preface Investors care about earnings which is one of the key indicators. future earnings trends will affect investors’ willingness to hold stocks. If investors expect an increase in the company’s earnings, they will improve their willingness to hold stocks. Earnings can be […]

Backtesting and stock-picking strategy with machine learning Highlights Preface To put it simply, random forest is one of algorithms made up of many decision trees with the adoption of bagging and random sampling. Since it’s based on CART algorithm, it can handle both classification and continuous data. Other advantages such as its comparability with high […]

Does the weights setting affects the performance of the two-factor portfolio? Preface The common weights settings are equal-weighted and capitalization-weighted. The former treats all factors as the same, assigns equal weights to different factors, and synthesizes new factor values; the latter weights individual factors with capitalization-weighted to synthesize new factor values at first, assign different […]

Use Python Django to create a website Highlights Preface Django is a Python-based application framework of web. Since it has advantages such as fixed framework and abundant libraries, users can develop a website in a more straightforward and efficient way. In this series, we’ll cover the topics including the setting of Django, framework introduction, connection […]

Use radar chart to present company’s performance Highlights Preface Dashboard is a simple page that coveys valuable information with proper visualization and informative chart. The users can quickly identify a certain trend or make some inferences. Therefore, a well-designed dashboard not only requires simple and clean user interface, but also has to reveal the most […]

Ａccording to the Security and Exchange Act, within the first ten days of each calendar month publicly announce and register with the Competent Authority the operating status for the month. In addition to the real-time information of monthly revenue compared with financial reports, it can also assist investors in tracking company fundamentals during the window period of yearly financial reports. Therefore, monthly revenue information has become one of the most important reference indicators for investors to grasp changes in the company’s fundamentals.

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 […]