Insights

Backtesting and stock-picking strategy with machine learning Highlights Preface To put it simply, random forest is one of algorithms made up of many decision trees with the adoption of bagging and random sampling. Since it’s based on CART algorithm, it can handle both classification and continuous data. Other advantages such as its comparability with high […]

Does the weights setting affects the performance of the two-factor portfolio? Preface The common weights settings are equal-weighted and capitalization-weighted. The former treats all factors as the same, assigns equal weights to different factors, and synthesizes new factor values; the latter weights individual factors with capitalization-weighted to synthesize new factor values at first, assign different […]

Use Python Django to create a website Highlights Preface Django is a Python-based application framework of web. Since it has advantages such as fixed framework and abundant libraries, users can develop a website in a more straightforward and efficient way. In this series, we’ll cover the topics including the setting of Django, framework introduction, connection […]

Use radar chart to present company’s performance Highlights Preface Dashboard is a simple page that coveys valuable information with proper visualization and informative chart. The users can quickly identify a certain trend or make some inferences. Therefore, a well-designed dashboard not only requires simple and clean user interface, but also has to reveal the most […]

Ａccording to the Security and Exchange Act, within the first ten days of each calendar month publicly announce and register with the Competent Authority the operating status for the month. In addition to the real-time information of monthly revenue compared with financial reports, it can also assist investors in tracking company fundamentals during the window period of yearly financial reports. Therefore, monthly revenue information has become one of the most important reference indicators for investors to grasp changes in the company’s fundamentals.

KD indicator is one of the commonly-used indicators in technical analysis. It’s mainly used for judging the current strength of stock price or possible timing of reversing. Following is the way to calculate this indicator

Use algorithm to learn the investment factors and predict returns. Highlights Preface We talked about how to create new enviornment and install XGBoost last time. If you haven’t read it yet, please click this link. In this article we will make some preprocessing on data. Then train the model to predict the stock returns and try […]

Observe the relation between employee turnover rate and stocks return Highlights Preface In recent years, there’s an investment called ESG investing, meaning when investing, the firm’s financial performance is not the only thing to be considered. Instead, its influence over environment and society and its corporate governance should be stressed as well. There are no […]

Use algorithm to learn the investment factors and predict returns. Highlights Preface Recently, a lot of algorithms have emerged, and various mathematical models have been developed to solve problems. The classic model is “regression”. With the advancement of technology, algorithms now been developed which can improve and learn by themselves (Machine Learning). Nowaday has developed […]