ABOUT US
Understanding market structure through science and rationality
All three members originate from the optoelectronics field, applying rigorous engineering verification standards to the study of market structures.
TTMA-Quant originates and extends from "Timing Transactions Under Technical Analysis to Predict Bull and Bear Market Trend Reversals," the master's thesis of co-founder T.S.Wei at the National Taiwan University EMBA International Business Administration program. While the thesis phase focused on market timing forecasting as the research topic, upon entering practical application, the system transitioned to providing objective records of structural states, rather than making forecasts.
[2023]
Master's Thesis
Propose a volume-price structural analysis framework
[2026]
TradingView Indicator Version 1
Framework Application and Cross-Market Analysis
[2026]
Dual-system structure consisting of L1 and S1
Expanded to independent marking for L1 and S1 states
CHIEF ANTI-ENTROPY STRATEGY ARCHITECT
T.S.Wei
Academic Background
Ph.D. in Optoelectronics, National Taiwan University EMBA
Professional Experience
Technology sector engineer and co-founder of a clean energy startup. With over 15 years of experience in investment analysis, industry research, and international capital market M&A, he formerly served as an industry analyst in a life insurance investment division. Dedicated to long-term market and industry research, he has also been invited as a guest speaker on industry and finance topics at various universities and high schools.
Amid the fluctuations of financial markets, most people are like navigators who have lost their guidance, easily getting lost in the waves of emotion. The core philosophy of TTMA-Quant is to guide users to establish a rigorous research mindset, shifting from blind forecasting to systematic trend research, helping you build a consistent decision-making framework and a market cognitive map.
Leveraging a keen eye for data visualization honed by an optoelectronic background, we found that the structure formed by market prices and trading volumes is the most authentic reflection of data. To help investors build a consistent quantitative framework, enhance decision-making quality, and minimize emotional bias, we have translated rigorous scientific research methodology into the systematic tools of TTMA-Quant.
Academic Background
Experience
Philosophy
Simplify the complex, and let investing return to a rational life.
— Constructing a Low-Anxiety Systematic Research Process
Frequent market monitoring often triggers FOMO (Fear of Missing Out), which is not only inefficient but also increases psychological stress. The core philosophy is to assist users in building a systematic framework, eliminating the need to spend excessive life hours on the market, and fostering a rational, disciplined approach to market observation.
Original Intention and Vision of Promotion
Practical experience in multinational engineering R&D highlights the critical importance of "data objectivity" and "structural identification." The promotion of the TTMA-Quant system aims to assist users in achieving the following objectives through scientific support:
Systematic investing: Converting complex market structures into systematic processes, ensuring investment activities do not consume personal time.
Reduction of emotional bias: Utilizing objective data to eliminate decision-making pressure caused by FOMO.
Enhancement of time value: Utilizing indicators to identify structural risks within the market, marking changes in structure states during market downturns, and enhancing time value.
Industry Research Strategist
INDUSTRY RESEARCH STRATEGIST
SIE WUN GE
Academic Background
M.S. in Optoelectronics
Experience
A technology industry engineer who combines practical industry experience with trend observations, having dedicated over 10 years to investment market research. This process continuously integrates fintech and AI tools to optimize research methodologies. The analytical approach focuses on quantitative techniques and momentum observation, supported by the assessment of base periods, market sentiment, and macroeconomic industry trends.
RESEARCH PHILOSOPHY
Earnings and valuation together represent the complete picture of a stock's price.
— Understanding market valuations under different macroeconomic backdrops
Stock prices reflect not merely earnings, but the valuation that the market is willing to assign. When earnings grow, yet interest rates, liquidity, or risk appetite change, the price-to-earnings and price-to-book ratios that the market is willing to grant can decline, potentially causing stock prices to retrace.
Fundamentals assist in determining reasonable price ranges; the essence of price is earnings multiplied by valuation. Focusing solely on earnings while ignoring valuation is akin to touching only a part of an elephant, mistakenly believing the entire picture is clear.
The role of TTMA-Quant within this framework is to record the structural states presented by the market under different macroeconomic contexts, allowing researchers to compare fundamental assessments with the valuations currently granted by the market.