Insights

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, […]

To construct a portfolio based on Jim Slater’s principle Preface Jim Slater is one of the well-known U.K. investors. He used to write column articles of portfolio recommendation for Sunday Telegraph and was famous for earning around 68.9% return during the period between 1963 to 1965, while the U.K. stock market only grew at 3.6% […]

In the last two articles, we’ve introduced the three major institutional investors in Taiwan. Now we are heading to share the calculation methods of Dealers’ shareholding ratio.

Stock screening from Buffett’s investing principles. Preface Warren E. Buffett is the person who has made the most money from stocks in the history of the world. He returned to Omaha in 1956 and started with $100. As of August 1999, his total personal assets have reached $36 B, becoming the second richest person in […]

Demonstrate how to get data from TEJ API financial database Preface Financial data is the information firms disclose each season, or financial indicators based on that information. Common financial data mainly comes from balance sheets, income statements or cash flow statements. Besides, TEJ API financial database also includes more comprehensive information such as financial ratios, related […]

Use TEJ API to construct our own backtest system. Preface Trade Backtest is a more scientific approach to test strategy nowadays. Although the past cannot represent the future. The result of backtest can provide us some information about the strategy. However, if we have to run different strategy, we need to build a new system. […]

Chip analysis and backtesting using TEJ API trial database Preface Generally speaking, big players such as institutional investors, insiders or other investors holding large amounts of shares have information advantages over retail investors. Thus, they are more likely to select stocks with potential growth and distance themselves from risky stocks. To decrease this kind of […]