TEJ API

Apply Financial Data to Predict Stock Price Fluctuation Highlights Preface Support Vector Machine, short as SVM, is a machine learning algorithm based on Statistics theorem. It is widely used in data classifier and regression. As for this article, we would focus on Classifier. Simply put, classification of SVM is conducted by draw straight or irregular […]

Effective Explanatory Variables for Economic Growth Highlights Preface Least Absolute Shrinkage and Selection Operator, short as Lasso, is mainly used for variable selection and regularization in Regression. The function of “Penalty” setting would in Lasso lets us adjust the complexity. Therefore, with Lasso, we are able to alleviate “Overfitting”. Penalty in the model is used […]

along for the ride Highlights Preface we introduce the Momentum trade last time ,now we are going to teach you how to find this stock ,if we are not highly involved the marker,we often found in the news which already price in ,so what we want to do is find the stock automatic.It also can save […]

In 1997, Robert Merton and Myron Scholes won the Nobel Prize in Economics for their Black-Scholes options pricing formula, beating out many other contenders. The Black-Scholes model is still a widely-used option pricing model in the financial industry and by investors due to its excellent mathematical properties, simplicity, and ease of use. Today, we will focus on programming this model and Greeks derived from Black Scholes model.

use volume indicator to backtesting , using 2618 Highlights Preface Nowadays Momentum trade are frequently used to trade strategy,we often talk about the price-volume relationship .So in this article we are going to talk about this strategy which based on abnormal growing of the trading volume.but this strategy doesn’t have the clear definition.so we write […]

Highlights Preface We are strange and familiar with the winning rates, odds, and betting ratios. We often depend on our sentiment to multiply the winning percentage and odds in our hearts and determine the betting ratio of the investment. Therefore, it’s difficult to explain our subjective betting ratio to someone. It is inevitable in investment […]

First of all, we would implement the process to construct models so as to make you understand the application of python packages. However, in case of redundancy of this article, there is no hypothesis test. Subsequently, we would calculate the forecasted return and price. Last but not least, apply visualization to compare the prediction and actual trend to assess the result of ARMA-GARCH.

Return of TAIEX before & after Market Closure Period Highlights Preface Chinese New Year is the most important festival of Chinese society. Traditionally, it is the genuine year-end. Stock market participants would conclude market performance in past year and begin the project targeting upcoming year. Therefore, this article would take Chinese New Year as the […]

Establish a pairs trading strategy between Evergreen Shipping and Yang Ming Shipping with Python. Highlights Preface When the market capital is excessively flooded, to avoid systemic risks, investors often establish long and short positions at the same time through asset allocation to eliminate most market risks and obtain stable returns. However, we select Evergreen and […]

First of all, we need to declare the Time Series concept. It is a kind of data structure showing the development of historical data by the order of time. As for Time Series Model, it is applied to analyze time series data. Further, by this model, we manage to find high-likelihood trend and make forecasting.

Analyze the source of portfolio performance Highlights Preface Portfolio’s performance is affected by many factors. It is not easy for us to clearly distinguish whether the performance is due to the rise in the market, the stock selection ability of traders, or the proper allocation of assets or industries? Therefore, we can use the performance […]

Use common technical indicators to backtesting Highlights Preface Relative strength index (RSI) is the momentum technical indicator. It is usually used as an oscillator interval to evaluate overbought or oversold condition by measuring recent trend of price movements. Following is the way to calculate this indicator: Criterion of RSI: RSI’s Deactivation: Gain and loss is […]