Tejapieng

Apply Financial Data to Predict Stock Price Fluctuation Highlights Difficulty：★★★☆☆ Fit financial data in SVM Model and test the winning points Reminder：We would firstly conduct variables selection and pre-processing. Subsequently, fit the model. Lastly, calculate the points of train data and test data and visualize the result. The following preface would…

Effective Explanatory Variables for Economic Growth Highlights Difficulty：★★☆☆☆ Apply Lasso Model to find effective variables on explaining economic growth Reminder：We would firstly select data and conduct pre-processing. Subsequently, implement the fitting. In the context, we would not discuss mathematics theorem but simply describe the function and meaning of the model. However…

simplely discuss high dividend yield recover ex-dividend factor Highlights Difficulty：★☆☆☆☆ Advice: This article adopts TEJ API to get the data, \. Before reading this, 【TEJ Dictionary】Ex-Price Recovery is recommended to explore to better understand the diviend recovery ! Preface In Taiwan ,our investor have the higher preference for the high yield stock,and…

along for the ride Highlights Difficulty：★★☆☆☆ Advice: This article adopts TEJ database to select the stock. Before reading this, 【Quant(15)】 Momentum trade is recommended to explore to better understand the basic procedure of backtesting. Preface we introduce the Momentum trade last time ,now we are going to teach you how to find…

Apply Variance-Covariance Method Highlights Difficulty：★★☆☆☆ Portfolio VaR calculation & analysis Reminder: We would apply Python to calculate VaR by variance-covariance method. Therefore, it would be better for you to understand fundamentals of portfolio and Statistics. Preface Value at risk, VaR, means the maximum loss of a portfolio by determined confidence level and…

use volume indicator to backtesting , using 2618 Highlights Difficulty：★★☆☆☆ Backtesting by trading volume indicator and relative performance of this strategy Advice: This article adopts TEJ database to calculate RSI indicators, create signals and form the return. …

The kelly formula analyzes the relationship between winning rate, odds, and betting ratio. — Highlights Difficulty：★★☆☆☆ Reminder： We use PYTHON to implement the Kelly formula. If you are interested in the derivation of the Kelly formula, you can further watch the video introduced by Mr. Li Yongle. Preface We are strange and familiar with the winning rates, odds, and betting ratios. We often depend on our…

Assessment of Time Series Model on Forecasting Highlights Difficulty：★★★☆☆ Stock Price Forecasting by Time Series Model Reminder：In this article, we would apply Time Series Model on trend forecasting, and no pre-preprocessing steps inㄒolved. Therefore, if you are not familiar with the fundamentals about Time Series, please read 【Data Analysis(10)】ARIMA-GARCH Model(Part 1)…

How do the three primary institutional investors invest in Taiwan stocks? Highlights Difficulty：★☆☆☆☆ Advice: This article calculates the stock market value ratios of the three primary institutional investors in various industries. It analyzes the differences between the three direct institutional investors’ industry preferences and strategies. For example, suppose you’re interested in…