Datasets
TEJ Taiwan Factor Library
21 hours ago
TEJ Taiwan Factor Library
The TEJ Taiwan Factor Library is a structured, point-in-time (PIT) database built to help investors understand asset risks and returns through well-defined factor characteristics.
The library currently spans 11 key factor categories:
Momentum
Dividend Yield
Value
Growth
Quality
Liquidity
Volatility
Size, and
Sentiment.
Credit Risk
Machine Learning
Development milestones
2025/6: Reached 60 factors (academic theory support)
2025/12: Reached 116 factors (Taiwan-specific factors and ML factors)