Taiwan equity factor library
收藏Databricks2026-03-18 收录
下载链接：
https://marketplace.databricks.com/details/b74b152d-413b-4dfb-ad04-09ce891e81b5/Taiwan-Economic-Journal_Taiwan-equity-factor-library
下载链接
链接失效反馈官方服务：
资源简介：
**Overview**
TEJ Taiwan Factor Library: A structured, PIT database for precision asset risk analysis.
(Status: Soft Launched)
Development milestones:
2025/6: Reached 60 factors (academic theory support)
2025/12: Reached 116 factors (Taiwan-specific factors and ML factors)
https://www.tejwin.com/en/news/factor-library/
Frequency: Updated Daily
Scale: Included listed and delisted companies in Taiwan. The number of listed companies is around 2000.
**Use cases**
- Quant Backtesting: Use PIT data to simulate historical strategies without look-ahead bias.
- Risk Control: Identify and decompose asset risk factors to optimize portfolio stability.
**Product details**
TEJ's factor library currently spans 11 key factor categories:
1. Momentum
2. Dividend Yield
3. Value
4. Growth
5. Quality
6. Liquidity
7. Volatility
8. Size, and
9. Sentiment.
10. Credit Risk
11. Machine Learning
提供机构：
Taiwan Economic Journal
