Quantitive Analysis

This guide will introduce the types of data analysis used in quantitative research, then discuss relevant examples and applications in the finance industry.

This article selects five critical stock selection criteria from Buffett’s Business Investment Rules. From utilizing TejToolAPI to fetch financial data and screen targets to using TQuant Lab to backtest investment risks and performance, we will explore Buffett’s investment style and appreciate the ability of Business Investment Rules to generate excess returns.

Creating a convergence strategy with the RSI moving average strategy. The RSI is an oscillating technical indicator representing the comparative strength between buyers and sellers in the market.

The Average True Range (ATR) is designed to assess the extent of price fluctuations within a specific period. ATR is commonly utilized as a tool in technical analysis, assisting traders to determine entry points, exit points, and stop-loss levels for loss aversion purpose.

During the election period, the internet is full of election-related news; some even make relevant expectations on the stock market, affecting investor's sentiment. However, does the so-called "election market trend" really exist? In this article, we will conduct a quantitative analysis on Taiwan stock index in previous presidential elections using TEJ API.

In recent years, momentum trading has become a frequent topic of discussion in stock market strategies. In the stock market, we often hear discussions about the price-volume relationship, where price is considered a leading indicator of volume, among other concepts. This article aims to explore the back-testing effects of increasing trading volume as an entry strategy.

The Price Deviation Ratio is a common technical indicator that compares the current stock price to the N-day moving average price, reflecting whether the current price is relatively high or low compared to its historical values. Generally, when the stock price consistently exceeds the moving average price, it’s called a ‘positive deviation.’ Conversely, it’s called’ negative deviation’ when it consistently falls below the moving average price.’ Therefore, when positive or negative deviation expands, it is interpreted as a sustained overbought or oversold condition in the market, serving as a basis for entry and exit decisions. However, using only the Price Deviation Ratio can generate too many trading signals. Hence, we include the highest and lowest prices over the past N days as a second filter. The actual strategy is as follows: