market data

In Taiwan, where trades exceeding NT$15 million or 500 units are classified as block trades, they include both matched trades and continuous trading. TEJ offers detailed information on each block trade, such as transaction prices and share volumes, providing investors with a comprehensive view of these significant market activities. Block trade data provides insights into high-value transactions, revealing market liquidity, institutional behavior, and volatility impacts.

SBL information offers insights into securities borrowing activities, providing data on loan balances, fee rates, and volumes that reflect market demand and short-selling trends. Unlike margin trading data, which primarily captures retail investors leveraging funds, SBL data emphasizes institutional activities involving direct securities borrowing, offering a clearer view of their strategies and market impact.

In Taiwan, retail investors use margin trading to amplify investments, borrowing funds to buy stocks when bullish or borrowing stocks to sell when bearish for profit. As legal restrictions limit margin trading to qualified domestic individuals, its data serves as a key indicator of retail investor sentiment, unlike institutions that primarily use SBL for similar purposes.

SBL information offers insights into securities borrowing activities, providing data on loan balances, fee rates, and volumes that reflect market demand and short-selling trends. Unlike margin trading data, which primarily captures retail investors leveraging funds, SBL data emphasizes institutional activities involving direct securities borrowing, offering a clearer view of their strategies and market impact.

Broker trading data captures stock transactions by brokerage firms, including volumes, net positions, and specific stock details. It also provides transaction data for each broker branch, reflecting the buying and selling concentration and trading strategies of specific brokers or branches.

The TEJ Database provides detailed daily stock prices and financial ratios, offering a robust foundation for analyzing stock performance and market trends. With coverage spanning all Taiwanese listed companies.

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.

This series of articles will use Alphalens to explore several key factors, gradually analyzing their impact on market performance. The first article focuses on "foreign capital," examining the effects of foreign capital flows into the market. Next, we'll delve into "value factors," studying how they reflect a company's intrinsic value. Finally, the last article will analyze "price-volume factors," uncovering the interplay between price and trading volume.

What is market data? Learn about its definition, types, sources, and applications to leverage it for informed decision-making in trading and investment.

Have you ever heard friends excitedly discuss: "Today is perfect for day trading! Stock prices will have big intraday swings, hurry and jump in to make a profit!" Such enthusiasm might tempt you, but also leave you wondering: What exactly is day trading? Is it really that easy to make money, or is there hidden risk behind it? Don't worry, this article will unveil the mystery of day trading. TEJ will take you through the mechanisms and risks of day trading, and explain why this “buy and sell within a day” strategy attracts so many eager traders.

In business, managers need a method to assess the value of every decision or project. Hence, valuation is developed to help stakeholders assess the worth of almost everything. It involves determining the fair market value of an asset, company, or investment opportunity. In this article, we will introduce the concept of valuation (DCF) and some common ways to perform valuation in business.

The article delves into the performance of momentum strategy under different take-profit and stop-loss conditions, analyzing how to balance risk and reward in a highly volatile market using actual backtesting data.