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Investments always come with risks, and not all are inevitable. Through risk diversification, the distribution of different asset types could help investors efficiently manage risk and reduce the influence of market volatility on their portfolios. Today’s article will mainly discuss how to use data, comparing the similarity of funds from a scientific point of view.

Create a price deviation ratio trading strategy using python and perform historical backtesting. Summary of Key Points in This Article Article Difficulty: ★☆☆☆☆ Calculate the N-day Price Deviation Ratio Indicator using unadjusted closing prices of individual stocks and use the N-day previous low and high prices as entry and exit signals. Reading Recommendation: This article […]

In the previous article, we used an LSTM model to predict stock price trends by using the past 10 days' opening prices, highest prices, lowest prices, closing prices, and trading volumes to predict the closing price for the next day. However, we observed that the model's performance was not very satisfactory when relying solely on yesterday's stock price to predict tomorrow's price. Therefore, we have decided to change our approach. This time, we aim to use the model to help us identify buy and sell points and formulate a trading strategy. We have also incorporated eight new feature indicators, with four being technical indicators and four being macroeconomic indicators, in the hope of improving our prediction results using these two facets of feature values.

An Introduction to National Stabilization Fund and its hot stocks’ performances Keyword：Quant analysis、National Stabilization Fund、Protection Performance Highlights Difficulty: ★☆☆☆☆ Preface In 2022, under the unstable background caused by the Ukrainian-Russian War and high inflation, rising prices suppressed consumers’ purchasing power, which made a great influence on companies’ profits. As a result of this, people were […]

We use Python to backtest Kenneth L. Fisher’s growth stocks strategy on the Taiwan stock market. Keyword： Kenneth L. Fisher、Growth Stocks、Strategy Backtest What is Kenneth Fisher’s Growth Stocks Strategy? Kenneth L. Fisher, founder and president of Fisher Investments, and his father Philip A. Fisher, a representative of Qualitative Investment in the United States. Warren Buffett […]

Using the number of margin trading and short selling and volume to establish the herding indicators then analyze by regression model.  Keyword：Herding Indicators、Margin Trading、Application  What are Herding indicators?  The emergence of behavioral finance has challenged the traditional view in investment theory that individuals make rational investment decisions. The “herd behavior” represents the tendency of investors […]

Use market strength indicators cross strategy to backtesting Highlights Difficulty：★★☆☆☆ Use market strength indicators to do the moving average cross investment strategy Advice：We use various technical indicators and strict long & short filter condition to judge the numbers of stocks strength and calculate market long short indicators. Using moving average cross strategy and visualization trading […]

Exploiting the Logit & Probit regression model to analyze the chances of a company’s bankruptcy. Highlights Preface Predicting the future is what every investor wants to pursue, whether it is for the future market or the future of the companies and the industries. Still, there is always uncertainty and randomness in predicting the future, so […]

Monte Carlo Simulation Highlights Preface The purpose of Monte Carlo simulation is to estimate the likely outcome of an uncertain event, and it works by modeling the variables of the uncertain event by assuming a probability distribution. Also, each forecast period is constantly recomputing the results with a random set of numbers, resulting in a large […]

Using deep learning model to predict stock price? Highlights Preface Predicting stock prices has been pursued by people, but the randomness of stock prices not easy to forecast. With the progress of data science, the calculation cost has been greatly reduced. This article use more complex deep learning model for stock prices prediction compare to [Quantitative […]

In recent years, the efficiency of the Taiwan stock market has been substantially improved due to regulations of information disclosure and the gradual relaxation of daily price limits. Therefore, the relationship between the price momentum of the Taiwan stock market and the expected return is worthy of further exploration. There are some past research on […]

Highlights Preface when the United States 10Y Government Bond -United States 2Y Government Bond <0 ,we call it yield curve inversion 。 Usually longer-term bonds will have higher interest rates, but when the market have doubts about the economy ,yield cruve inversion happen! So in this article , we try to plot the Macroeconomic Index a year […]