Data Analysis

In previous tutorials, we learned how to create our own STREAMLIT App. For more details, you can refer to this article. In this article, we will use the TEJ API database to connect with the STREAMLIT package and implement a grid trading strategy. We will use tools such as date selection, dropdown menus, and numerical selectors to interact with charts and tables, making the data an interactive app. Grid trading is a trading strategy that selects a range by setting two parameters, the upper bound and the lower bound. We divide the stock price into grid intervals, buying stocks when the price falls and touches the lower grid, and selling stocks when the price rises and exceeds the upper grid. This strategy is a lazy strategy that doesn’t require much manual operation. It can also profit from price fluctuations. However, there are a few points to note which is the efficiency of capital utilization will be lower than manual trading.

TQuant Lab offers a robust quantitative back-testing system with high precision performance and risk calculations, top-quality data sources, and a highly realistic simulated trading environment. It aids users in swiftly deploying a wide range of trading strategies. Feel free to click into the article to learn more information.

  Highlights: Preface Profit-chasing and risk-averse are the innate naturals of all investors. One way to achieve these goals is to predict the future stock movement. In the past, time series models such as ARIMA and GARCH are widely used to characterize the trajectory of future stock prices. Nowadays, As the boom of artificial intelligence, […]

Principal Component Analysis (PCA) is a key technique in unsupervised learning widely used in machine learning and statistics to analyze data and reduce data dimensionality. Its core idea is to break down the original data into representative principal components, achieving dimensionality reduction and providing a new description of the data.

The alpha obtained from the Fama&French three-factor model is used to construct a long-short strategy and backtest the performance against the market return. Highlights： Difficulty：★★☆☆☆ The Fama&French three-factor model is used to calculate the alpha of Taiwan-listed stocks, and the top 20% of stocks with the highest alpha and the bottom 20% of stocks with […]