Insights

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 […]

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 […]