Insights
Factor Investing
Factor Strategy – Applying SIR to Strengthen Momentum Strategies in the Taiwan Market – SIR Part 2
This study examines whether inco…
backtesting
20 results tagged “backtesting”
Insights
Factor Investing
Factor Research – The SIR Short-Selling Factor: Extracting Negative Signals from Institutional Borrowing Activity – SIR Part 1
Taiwan’s short-selling signals a…
Insights
Quant Research
Golden Cross Futures Trading Strategy（MTX）
The concept of the Moving Averag…
Insights
Market Knowledge & Data Guides
Panic or Opportunity? Spotting Market Turning Points Through Margin Maintenance Ratios
In the Taiwan stock market, cred…
Insights
Quant Research
When Others Fear, I Enter: Anthony Melia’s Contrarian Strategy for Winning in the Market
In financial markets, Contrary T…
Insights
Quant Research
Shipping Leads, Semiconductors Follow? A Data-Driven View on Taiwan’s Sector Rotation
Analyze industry rotation betwee…
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Quant Data Science
Differences Among TEJ API, TEJ Tool API, and TQuant Lab
TEJ (Taiwan Economic Journal) is…
Insights
Factor Investing
Analyzing Factor Performance with Alphalens: The Value Factors Edition
This series of articles uses Alp…
Insights
Factor Investing
Analyzing Factor Performance with Alphalens: Foreign Capital Factor Edition
This series of articles will use…