Quantitative Trading
Features
Decision-Making Approach
Instead of relying on traditional fund managers, investment and hedging decisions are made using mathematical models.
Investment Characteristics
Efficiency – Collects Taiwan stock market big data daily for stock ranking and executes trades using algorithms.
Systematic Approach – Utilizes a multi-factor model for stock selection and a volatility model for hedging.
Diversification – Maintains a portfolio of 40–60 different stocks, reducing concentration risk in individual stocks or industries.
Hedging Strategy – Uses short positions in Taiwan stock index futures to mitigate downside risks in bear markets.
Performance Highlights
Effectively navigates both bull and bear markets. Outperforms the market with lower volatility.
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Advantages
Big Data
Collects and analyzes over 1 billion data points from Taiwan’s stock market in real time. Covers 8 key categories: macroeconomics, fundamentals, technical indicators, sentiment analysis, industry trends, news, analyst ratings, and market positioning. Includes 300+ factors, 1,900+ companies, and data from over 2,000 trading days.
High-Performance Computing
Utilizes cloud-based high-performance computing for backtesting, investment ranking, algorithmic trading, and profit/loss monitoring. The fund ranks 960+ listed companies and 810+ over-the-counter (OTC) companies daily, buying the top 60 stocks and selling those that fall out of the top 60 to adjust the investment portfolio.
Mathematical Models
Implements multi-factor stock selection models based on research from Nobel Prize-winning economists and international academic studies. Develops proprietary backtesting systems to create a multi-factor stock selection model for Taiwan’s stock market, generating excess returns (α). Uses short selling, securities lending, and index futures to implement hedging strategies, reducing downside market risks (β) in bear markets.
Testimonials
Publicly Listed Auto Parts Company
Chief Financial Officer (CFO)
"Because of the quantitative factors, the investment performance is strong with relatively low volatility. It is recorded under the financial assets at fair value through profit or loss accounting category, minimizing its impact on overall earnings. This allows for long-term holding. The stable profitability of quantitative investments has been highly satisfactory, making it a recommended option for publicly listed companies that lack investment expertise or have limited time to monitor investments."
Publicly Listed Digital Cultural and Creative Company
Chairman
"The company is often introduced to various investment opportunities through personal connections, with relationship managers providing detailed insights before making investment decisions. However, there have been many unsuccessful experiences. Quantitative investing, on the other hand, relies on data and parameters for objective analysis and execution—a big data-driven investment approach that is relatively rare in Taiwan. At the same time, we have great confidence in Chairman Arthur Chang and the quantitative team at Turing."
Publicly Listed Semiconductor Distribution Company
Deputy Chief Financial Officer (Deputy CFO)
"Foreign fund companies often promote their funds with persuasive sales pitches, but their actual profitability tends to fall short of expectations. Moreover, most market forecasts do not align with real outcomes, leading to a sense of distrust toward fund promotions.
Domestic fund managers are generally too young and lack sufficient experience, having never navigated through major economic cycles or financial crises. Personally, I prefer passive and quantitative investing, as it minimizes human intervention. This type of investment is a top priority for consideration."