Before jumping to Taiwan Market, Korean Market, and Japan Market respectively
First explore all quant factors in our library, their correlations, categories, weights
Then test out US market
data type: standardization for PCA, normalization for ICA, numerical
data: macro, fundamental and return, volume, some percentage some absolute
number of signal blind guess
lagging consideration
use ICA to identify independent features, PCA to identify dominant one,
traditional regression to get weights/coefficients
add on LSTM, AI to enhance prediction
first of all is show Taiwan market what are major components?