Empirical Project

Files

data.xlsx -> EBT growth and Sales growth for all Taiwan electronics industries
index data.txt -> Taiwan Electronics Index closing price
price.txt -> All Taiwan electronics industry closing prices
Project.ipynb -> Portfolio Construction, BackTesting and Comparison using JupyterNotebook (Python)
Research Report_Stan Chiang.pdf -> Business Report (Title: An empirical study of electronics industry based on Smart Beta using Python: Taiwan stock market as an example)

Database: TEJ+
Market: Taiwan Stock Market
Industry: Electronics Industry
Benchmark Index: Taiwan Electronic Index (TELI)
Listing: Taiwan Stock Exchange (TWSE) Listed (TSE) & Taipei Exchange (TPEx) Listed (OTC)
Duration: 20130102~20191231
Rebalance Frequency: Every Quarter
Weighting: Factor-weighting
Factor: EBT Growth/Sales Growth
Programming: Python 3.7.4
IDE: Jupyter Notebook with Visual Studio Code

Name		Name	Last commit message	Last commit date
Latest commit History 15 Commits
.gitattributes		.gitattributes
Business Report Poster_Stan Chiang.pdf		Business Report Poster_Stan Chiang.pdf
Project.ipynb		Project.ipynb
README.md		README.md
Research Report_Stan Chiang.pdf		Research Report_Stan Chiang.pdf
data.xlsx		data.xlsx
index data.txt		index data.txt
price.txt		price.txt