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Strong excess returns often come with high risk. The Capital Gain Overhang (#CGO) factor captures this tradeoff: a pure CGO strategy delivers ~15% annualized return but with high volatility. When combined with low-risk filters, however, CGO's risk-adjusted performance improves dramatically—cutting volatility nearly in half while boosting the Sharpe ratio. 📊 👉 Discover CGO and 100+ other alpha factors in TEJ Factor Library: https://lnkd.in/gDY67494 #TEJ #QuantStrategy #Sector #CapitalGainOverhang #MarketData #Backtest #alpha #factor

In the global alpha hunt, have you targeted the core of the tech supply chain: Taiwan? Taiwan market offers institutional flow and broker branch trading data—unique, globally rare,key to uncovering excess returns. Download the TEJ Factor White Paper 2025 to build robust quant strategies: ✅ Master PITdata for backtestable models. ✅ Analyze empirical evidence for IVOL, CGO, and unique factors. ✅ Use factor screening to boost risk-adjusted returns (Sharpe up to 1.70). Get your free white paper now. Turn unique market data into action! 📈 https://lnkd.in/gVbkP8sv

Capital Gain Overhang (CGO) reflects investors’ unrealized gains and turns behavioral pressure into a predictive return signal. 📈 Using Taiwan-exclusive trading data, CGO delivered exceptional results: from 2005–2025, the high-CGO portfolio returned +1502% with significant alpha across models. When paired with low-volatility filters, CGO became even more effective—Sharpe increased from 0.93 to 1.60 with lower drawdowns, reinforcing its value in multi-factor strategies. Want the full methodology and backtesting results? 📘 Download the TEJ Factor White Paper after registration.

#TEJ is coming to the Neudata New York Winter Data Summit 2025 next week! 🗽 Seeking to optimize your #Taiwan investment strategy? 💡 We're showcasing essential datasets to help you generate #Alpha: -->#PointInTime Financials: Reconstruct statements; eliminate look-ahead bias. -->#Alternative Data: Watchdog database for sentiment signals. -->#Factor Library: 100+ standardized factors tailored for Taiwan. Meet our team in #NYC to discuss proprietary data solutions. Schedule your meeting now: 📈 https://lnkd.in/gahzEVuw #Neudata #TaiwanInvestment #TEJ

TEJ is coming to the Neudata New York Winter Data Summit 2025 next week! 🗽 Seeking to optimize your Taiwan investment strategy? 💡 We're showcasing essential datasets to help you generate Alpha: Point-in-Time Financials: Reconstruct statements; eliminate look-ahead bias. Alternative Data: Watchdog database for sentiment signals. Factor Library: 100+ standardized factors tailored for Taiwan. Meet our team in NYC to discuss proprietary data solutions. Schedule your meeting now: 📈 https://lnkd.in/gahzEVuw #Neudata #TaiwanInvestment #TEJ

We’re excited to join the Neudata New York Summit, showcasing how TEJ empowers global investors with Taiwan Market Intelligence to enhance alpha strategies. Key offerings: • Fundamental & Market Data • Alternative Data • Factor Library • Point-in-Time Financial With our local expertise, TEJ bridges Taiwan’s market transparency and global investment needs. 📅 December 4, 2025 | New York 👉Book a time with our team and get a data preview: https://lnkd.in/gahzEVuw #Neudata #TEJ #TaiwanData #AlphaStrategy #FactorInvesting