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 encompasses three core dimensions: 1. Market data: Offering daily stock prices, trading volume, institutional investor holdings, margin trading and short selling information, as well as constituent stock data, which fully records historical trading and holdings dynamics; 2. Financial data: Integrating monthly revenues, quarterly and annual reports, while retaining the announcement timestamps to facilitate the precise construction of market reaction models following earnings releases; 3. Corporate actions and event data: Covering major corporate events including reelections of directors and supervisors, capital increases and reductions, mergers and acquisitions, dividend policies and other significant corporate actions, supporting research on event-driven investment strategies.

搜集汇总

背景与挑战

背景概述

该数据集是台湾上市柜公司的量化数据库，涵盖市场数据、财务数据和公司行为与事件资料，适用于量化投资分析和事件驱动策略研究。