Highlighting Taiwan’s Data Advantage: TEJ Joins the Neudata NY Data Summit

TEJ Joins Global Data Leaders at the Neudata NY Summit

TEJ was pleased to participate in the Neudata New York Data Summit in December 2025, an event that brought together global leaders in quantitative research, alternative data innovation, and investment technology. Throughout the summit, our team engaged in discussions with portfolio managers, data scientists, and researchers who are actively seeking differentiated datasets to enhance their investment models and expand their coverage across the Asia-Pacific region.

The summit provided an excellent platform for TEJ to highlight the depth and reliability of our Taiwan-focused data ecosystem. Visitors expressed strong interest in how TEJ’s long-history, structured, and transparent datasets can support model development across areas such as alpha research, quantitative strategies, and credit risk monitoring. The event also offered valuable insights into the evolving needs of global investors, helping us better understand how Taiwan market data can strengthen international investment workflows.

Key Data Solutions for Quantitative and Risk Research

During the event, TEJ showcased several flagship data products designed to help global investors strengthen research capabilities and build robust systematic strategies. Key solutions presented include:

Point-in-Time Financial Data

• Provides complete, non-restated financial statements based on the exact date each disclosure was published.
• Enables accurate backtesting and prevents look-ahead bias—critical for quantitative modeling and compliance-driven research.
• Covers extensive historical data for Taiwan listed and OTC companies, supporting factor construction, anomaly studies, and multi-period financial modeling.

👉TEJ Point-in-Time Audited Financial Database – Rejecting “Peek-ahead” Backtesting

Alternative Data for Sentiment Signals

• Built on TEJ’s TCRI Watchdog, this dataset converts corporate event text—such as operational issues, legal actions, and governance changes—into structured, machine-readable data.
• Each event receives a quantitative score, making shifts in a company’s risk profile easier to track and integrate into research.
• These standardized signals allow investors to incorporate event-driven sentiment and risk pressure into quantitative models and early-warning analytics.

👉TCRI Watchdog : How Major Announcements Drive Stock Price Volatility

Factor Library for the Taiwan Market

• TEJ’s comprehensive factor framework covers momentum, value, quality, growth, risk, and sentiment factors.
• Constructed using long-term historical data with transparent computation logic, aligned with global academic and industry standards.
• Provides researchers with ready-to-use factor datasets for model design, performance attribution, and cross-sectional studies of the Taiwan equity market.

👉Factor Library – Taiwan’s Factor Dataset for Quantitative Investing

Together, these products give global clients a complete toolkit for exploring Taiwan’s equity market—from raw fundamentals to enriched alternative datasets and standardized systematic factors.

Start a Conversation With Our Data Specialists

TEJ remains committed to supporting global investors with data that is accurate, transparent, and research-ready. We welcome continued dialogue with teams interested in exploring opportunities in the Taiwan market or seeking high-quality Asia-Pacific datasets for systematic investment research.

If you would like to learn more about TEJ datasets, schedule a product demo, or explore collaboration opportunities, please feel free to contact us. We look forward to working with you.

💡Contact us to request a custom Quantitative database demo