Institutional Investors Buy and Sell of Taiwan Stock Market

Overview – Institutional Investors Buy and Sell

In Taiwan, institutional investors  (foreign capital, professional dealers, and mutual funds) account for about 40% of the overall Taiwan stock market, significantly influencing the financial markets through their large-scale trades. Their trading data, encompassing buy/sell volumes, sector preferences, and net positions, provides insights into market sentiment, trends, and potential price movements. Monitoring this data helps predict price shifts, assess liquidity impacts, and align investment strategies with broader market trends. Accessed via public disclosures, exchange reports, or analytics platforms, institutional trading data serves as a crucial tool for understanding Taiwan’s market dynamics and making informed decisions.

Data information

Below are details of the database’s “frequency”, “scale”, “historical period”, and “Fields included”.

Frequency Daily
Source The source of the data is the daily trading data of QFII/funds/dealer announced daily by the Taiwan Stock Exchange (TWSE) and Taipei Exchange (TPEx)

Scale
Included listed and delisted companies in Taiwan. The number of listed companies is around 1700.
Historical Period 待確認
Fields included -Security Code
-Dealer Buy
-Dealer Net S/B
-Dealer Sell
-Fund Buy
-Fund Sell
-Fund Net S/B-Date
-Security Name
-QFII Buy
-QFII Net S/B
-QFII Sell

Use Case

Quantitative Analysis

Features of our data:

  • Record the time series of the market status of listed and delisted companies to avoid survivorship bias.
  • For financial data, we retain the announcement date and the version of the financial statement and announcement date to avoid look-ahead bias.
  • We consider the ex-dividend effect and derived adjusted price.

Market Analysis

By utilizing TW Institution Buy&Sell and and considering the involvement of QFII/Fund/Dealers, one can analyze stock flow and gain an insider advantage in the Taiwan stock market.



Related Research

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