台湾TEJ台湾上市柜公司量化数据库

TEJ 为量化投资分析打造完整数据库，涵盖实时与高质量的台股市场数据。数据库涵盖三大面向：一是市场数据，提供每日股价、成交量、法人筹码、融资融券与成分股信息，完整记录历史交易与筹码动态；二是财务数据，整合月营收、季报与年报，并保留公告时间点，以利精确建立财报发布后的市场反应模型；三是公司行为与事件资料，涵盖董监改选、增资减资、并购、股利政策等重大公司行为，支持事件驱动型策略研究。TEJ has developed a comprehensive database tailored for quantitative investment analysis, covering real-time and high-quality Taiwan stock market data. The database includes three core dimensions: First, market data: It provides daily stock prices, trading volume, institutional holdings, margin trading and short selling information as well as constituent stock details, and comprehensively records historical trading and holding dynamics. Second, financial data: It integrates monthly revenues, quarterly and annual financial reports, while retaining the announcement timestamps to enable the precise construction of market reaction models following financial report releases. Third, corporate actions and event data: It covers major corporate events such as changes in directors and supervisors, capital increases and reductions, mergers and acquisitions, dividend policies and other relevant matters, supporting event-driven strategy research.

搜集汇总

背景与挑战

背景概述

该数据集是TEJ提供的台湾上市柜公司量化数据库，专为量化投资分析打造，涵盖市场数据、财务数据以及公司行为与事件资料三大方面，具有实时、高质量和全面的特点，支持股价分析、财报模型和事件驱动策略等多种研究需求。