TEJ API

Insights Quant Data Science

Lasso Regression Model

Effective Explanatory Variables …

2022.03.29 more

Insights Quant Research

Momentum select

along for the ride Highlights Pr…

2022.03.15 more

Insights Quant Data Science

Portfolio VaR

In 1997, Robert Merton and Myron…

2022.03.01 more

Insights Quant Research

Momentum trade

use volume indicator to backtest…

2022.02.22 more

Insights Quant Research

Money Management

Highlights Preface We are strang…

2022.02.15 more

Insights Quant Data Science

ARIMA-GARCH Model(Part 2)

First of all, we would implement…

2022.02.08 more

Insights Quant Research

Performance of TAIEX during Chinese New Year

Return of TAIEX before & after M…

2022.01.18 more

Insights Quant Data Science

Pairs Trading

Establish a pairs trading strate…

2022.01.11 more

Insights Quant Data Science

ARIMA-GARCH Model(Part 1)

First of all, we need to declare…

2022.01.04 more

Insights Quant Research

Brinson Model Performance attribution

Analyze the source of portfolio …

2021.12.28 more