| Ticker | Shares | Price(USD) | Local Price | Market Value(USD) | Weight % |
|---|---|---|---|---|---|
| 5274 TT EQUITY | 1,000 | 284.76 | TWD 8,995.41 | 284,764 | 16.96% |
| 2308 TT EQUITY | 7,000 | 40.23 | TWD 1,270.76 | 281,596 | 16.77% |
| 2345 TT EQUITY | 6,000 | 36.74 | TWD 1,160.70 | 220,462 | 13.13% |
| NVDA US EQUITY | 1,100 | 184.84 | USD 184.84 | 203,324 | 12.11% |
| 2327 TT EQUITY | 14,000 | 9.33 | TWD 294.68 | 130,599 | 7.78% |
| 7769 TT EQUITY | 1,000 | 117.68 | TWD 3,717.24 | 117,675 | 7.01% |
| AMZN US EQUITY | 300 | 234.34 | USD 234.34 | 70,302 | 4.19% |
| 2360 TT EQUITY | 2,000 | 31.99 | TWD 1,010.61 | 63,985 | 3.81% |
| 3131 TT EQUITY | 1,000 | 56.07 | TWD 1,771.07 | 56,066 | 3.34% |
| 2330 TT EQUITY | 1,000 | 55.91 | TWD 1,766.06 | 55,908 | 3.33% |
| 3110 JT EQUITY | 500 | 106.04 | USD 106.04 | 53,022 | 3.16% |
| 6139 TT EQUITY | 3,000 | 17.55 | TWD 554.33 | 52,645 | 3.13% |
| AMD US EQUITY | 200 | 253.73 | USD 253.73 | 50,746 | 3.02% |
| 6187 TT EQUITY | 4,000 | 12.39 | TWD 391.24 | 49,541 | 2.95% |
| 5536 TT EQUITY | 2,000 | 21.63 | TWD 683.41 | 43,269 | 2.58% |
| 3081 TT EQUITY | 1,000 | 25.12 | TWD 793.48 | 25,119 | 1.50% |
| 2455 TT EQUITY | 4,000 | 5.43 | TWD 171.60 | 21,729 | 1.29% |
| SMCI US EQUITY | -2,800 | 32.45 | USD 32.45 | -90,860 | -5.41% |
| DELL US EQUITY | -1,100 | 117.17 | USD 117.17 | -128,887 | -7.67% |
| 2395 TT EQUITY | -23,000 | 9.01 | TWD 284.67 | -207,270 | -12.34% |
| 2409 TT EQUITY | -560,000 | 0.48 | TWD 15.01 | -266,073 | -15.84% |
| 2385 TT EQUITY | -70,000 | 3.80 | TWD 120.07 | -266,076 | -15.84% |
| 2379 TT EQUITY | -18,000 | 16.22 | TWD 512.31 | -291,923 | -17.38% |
| 2357 TT EQUITY | -21,000 | 16.38 | TWD 517.31 | -343,903 | -20.48% |
| Scenario | Market Shock | Est. Return | Est. PnL Impact |
|---|---|---|---|
| Black Monday (-20%) | -20% | -9.86% | -165,567 |
| GFC Crash (-50%) | -50% | -24.65% | -413,918 |
| Correction (-10%) | -10% | -4.93% | -82,784 |
| Tech Rally (+15%) | 15% | 7.39% | 124,175 |
| Mild Recession (-5%) | -5% | -2.46% | -41,392 |
| 5274 TT EQUITY Crash (-15%) | -15% | -2.54% | -42,715 |
| 2308 TT EQUITY Crash (-15%) | -15% | -2.52% | -42,239 |
| 2345 TT EQUITY Crash (-15%) | -15% | -1.97% | -33,069 |
| Regime | 20-Day VaR (95%) | 20-Day CVaR (95%) | Description |
|---|---|---|---|
| Normal Regime | $258,550 | $514,963 | Historical correlations preserved |
| Panic Regime | $80,806 | $302,468 | Correlations spike to 0.9 (Risk-Off) |
| Date | Ticker | Action | Shares | Trade Price |
|---|---|---|---|---|
| 2026-01-22 | AMZN US EQUITY | BUY | 300 | USD 234.02 |
| 2026-01-22 | ALAB US EQUITY | SELL | 400 | USD 176.34 |
| 2026-01-22 | AMD US EQUITY | BUY | 200 | USD 252.45 |
| 2026-01-21 | 2409 TT EQUITY | SELL | 110,000 | TWD 16.06 |
| 2026-01-21 | 6187 TT EQUITY | SELL | 4,000 | TWD 385.20 |
| 2026-01-21 | 3110 JT EQUITY | BUY | 500 | USD 15,606.91 |
| 2026-01-20 | 2327 TT EQUITY | BUY | 4,000 | TWD 288.26 |
| 2026-01-20 | 2345 TT EQUITY | SELL | 1,000 | TWD 1,192.27 |
| 2026-01-14 | 2379 TT EQUITY | SELL | 9,000 | TWD 536.15 |
| 2026-01-13 | 3443 TT EQUITY | SELL | 1,000 | TWD 2,413.55 |
| 2026-01-13 | 3081 TT EQUITY | BUY | 1,000 | TWD 667.83 |
| 2026-01-13 | 2455 TT EQUITY | BUY | 4,000 | TWD 160.85 |
| 2026-01-13 | 3231 TT EQUITY | SELL | 20,000 | TWD 145.01 |
| 2026-01-13 | 2308 TT EQUITY | BUY | 2,000 | TWD 1,048.16 |
| 2026-01-13 | 2360 TT EQUITY | BUY | 2,000 | TWD 973.12 |
| 2026-01-07 | 2327 TT EQUITY | BUY | 10,000 | TWD 256.15 |
| 2026-01-07 | 3017 TT EQUITY | SELL | 1,000 | TWD 1,395.53 |
| 2026-01-07 | 2368 TT EQUITY | SELL | 3,000 | TWD 648.16 |
| 2026-01-06 | 6239 TT EQUITY | SELL | 12,000 | TWD 204.04 |
| 2026-01-06 | 3533 TT EQUITY | SELL | 2,000 | TWD 1,273.34 |
| 2026-01-06 | 3443 TT EQUITY | BUY | 1,000 | TWD 2,468.28 |
| 2026-01-05 | 6239 TT EQUITY | SELL | 5,000 | TWD 195.77 |
| 2026-01-05 | 2357 TT EQUITY | SELL | 6,000 | TWD 551.36 |
| 2026-01-05 | 2409 TT EQUITY | BUY | 230,000 | TWD 13.56 |
| 2026-01-05 | 3017 TT EQUITY | SELL | 1,000 | TWD 1,448.61 |
| 2026-01-05 | 4931 TT EQUITY | SELL | 12,000 | TWD 176.00 |
| 2026-01-05 | 2308 TT EQUITY | BUY | 2,000 | TWD 1,011.10 |
| 2026-01-05 | 2368 TT EQUITY | SELL | 3,000 | TWD 636.44 |
| 2026-01-05 | 6187 TT EQUITY | BUY | 8,000 | TWD 394.53 |
| 2026-01-05 | 2330 TT EQUITY | BUY | 1,000 | TWD 1,664.74 |
| 2025-12-26 | GOOG US EQUITY | SELL | 600 | USD 315.01 |
| 2025-12-26 | 3231 TT EQUITY | BUY | 20,000 | TWD 146.03 |
| 2025-12-26 | 6239 TT EQUITY | BUY | 17,000 | TWD 173.87 |
| 2025-12-22 | 6669 TT EQUITY | SELL | 1,000 | TWD 4,270.45 |
| 2025-12-22 | 7769 TT EQUITY | BUY | 1,000 | TWD 3,304.41 |
| 2025-12-22 | 2308 TT EQUITY | BUY | 3,000 | TWD 938.06 |
| 2025-12-19 | 2345 TT EQUITY | BUY | 3,000 | TWD 1,178.77 |
| 2025-12-19 | 6669 TT EQUITY | SELL | 1,000 | TWD 4,266.57 |
| 2025-12-19 | 6139 TT EQUITY | BUY | 3,000 | TWD 597.38 |
| 2025-12-19 | 5536 TT EQUITY | BUY | 2,000 | TWD 781.37 |
| 2025-12-11 | 3131 TT EQUITY | BUY | 1,000 | TWD 1,535.45 |
| 2025-12-10 | ALAB US EQUITY | BUY | 400 | USD 164.79 |
| 2025-12-04 | XUZ5 INDEX | BUY | 6 | USD 15,051.31 |
| 2025-12-03 | 2368 TT EQUITY | SELL | 1,000 | TWD 595.81 |
| 2025-12-03 | 5269 TT EQUITY | SELL | 2,000 | TWD 1,244.46 |
| 2025-12-02 | 2345 TT EQUITY | BUY | 2,000 | TWD 1,049.94 |
| 2025-12-02 | 6515 TT EQUITY | SELL | 1,000 | TWD 2,543.85 |
| 2025-12-02 | 4931 TT EQUITY | BUY | 3,000 | TWD 165.52 |
| 2025-12-02 | 2379 TT EQUITY | SELL | 4,000 | TWD 537.45 |
| 2025-12-02 | 2382 TT EQUITY | BUY | 7,000 | TWD 289.98 |
| 2025-12-01 | 2345 TT EQUITY | BUY | 2,000 | TWD 1,030.05 |
| 2025-12-01 | 3231 TT EQUITY | SELL | 24,000 | TWD 141.88 |
| 2025-12-01 | 4931 TT EQUITY | BUY | 9,000 | TWD 166.76 |
| 2025-11-28 | 3533 TT EQUITY | BUY | 2,000 | TWD 1,309.86 |
| 2025-11-28 | 2368 TT EQUITY | BUY | 7,000 | TWD 629.27 |
| 2025-11-28 | 000660 KP EQUITY | SELL | 400 | USD 535,866.69 |
| 2025-11-28 | 3231 TT EQUITY | SELL | 36,000 | TWD 142.74 |
| 2025-11-28 | DELL US EQUITY | SELL | 400 | USD 131.61 |
| 2025-11-28 | 5269 TT EQUITY | BUY | 2,000 | TWD 1,283.39 |
| 2025-11-27 | 2395 TT EQUITY | SELL | 10,000 | TWD 288.03 |
| 2025-11-27 | 2379 TT EQUITY | SELL | 5,000 | TWD 516.93 |
| 2025-11-27 | 2382 TT EQUITY | BUY | 6,000 | TWD 280.37 |
| 2025-11-27 | 6515 TT EQUITY | BUY | 1,000 | TWD 2,708.00 |
| 2025-11-27 | 3017 TT EQUITY | BUY | 2,000 | TWD 1,394.29 |
| 2025-11-26 | TWTX5 INDEX | BUY | 2 | USD 2,210.40 |
| 2025-11-26 | 000660 KP EQUITY | BUY | 200 | USD 514,885.01 |
| 2025-11-26 | XUZ5 INDEX | SELL | 6 | USD 15,021.79 |
| 2025-11-26 | XUX5 INDEX | BUY | 6 | USD 15,035.22 |
| 2025-11-26 | 2395 TT EQUITY | SELL | 13,000 | TWD 287.75 |
| 2025-11-26 | 2382 TT EQUITY | BUY | 14,000 | TWD 278.76 |
| 2025-11-25 | NVDA US EQUITY | BUY | 600 | USD 174.41 |
| 2025-11-25 | 3665 TT EQUITY | SELL | 3,000 | TWD 1,518.60 |
| 2025-11-25 | 6781 TT EQUITY | SELL | 2,000 | TWD 1,241.47 |
| 2025-11-24 | NVDA US EQUITY | BUY | 500 | USD 181.22 |
| 2025-11-24 | GOOG US EQUITY | BUY | 100 | USD 316.58 |
| 2025-11-21 | 6805 TT EQUITY | SELL | 7,000 | TWD 1,346.20 |
| 2025-11-19 | GOOG US EQUITY | BUY | 500 | USD 296.34 |
| 2025-11-19 | 5274 TT EQUITY | BUY | 1,000 | TWD 6,213.09 |
| 2025-11-19 | 3711 TT EQUITY | SELL | 20,000 | TWD 209.26 |
| 2025-11-19 | 000660 KP EQUITY | SELL | 200 | USD 558,950.53 |
| 2025-11-19 | SMCI US EQUITY | SELL | 2,800 | USD 34.03 |
| 2025-11-19 | KMZ5 INDEX | SELL | 1 | KRW 553.16 |
| 2025-11-19 | 2882 TT EQUITY | BUY | 78,000 | TWD 64.57 |
| 2025-11-19 | DELL US EQUITY | SELL | 700 | USD 119.88 |
| 2025-11-18 | 3231 TT EQUITY | BUY | 60,000 | TWD 137.68 |
| 2025-11-18 | 1590 TT EQUITY | SELL | 7,000 | TWD 922.50 |
| 2025-11-18 | 3665 TT EQUITY | BUY | 3,000 | TWD 1,597.42 |
| 2025-11-18 | 2449 TT EQUITY | SELL | 20,000 | TWD 203.40 |
| 2025-11-18 | 2357 TT EQUITY | SELL | 4,000 | TWD 575.56 |
| 2025-11-18 | 2385 TT EQUITY | SELL | 15,000 | TWD 122.04 |
| 2025-11-17 | TWTX5 INDEX | SELL | 2 | USD 2,239.27 |
| 2025-11-17 | XUX5 INDEX | SELL | 6 | USD 15,250.83 |
| 2025-11-17 | 000660 KP EQUITY | BUY | 400 | USD 595,819.28 |
| 2025-11-17 | 6501 JT EQUITY | SELL | 2,500 | USD 5,102.08 |
| 2025-11-17 | 6781 TT EQUITY | BUY | 2,000 | TWD 1,361.48 |
| 2025-11-11 | KMZ5 INDEX | BUY | 1 | KRW 585.45 |
| 2025-11-11 | 3711 TT EQUITY | SELL | 9,000 | TWD 228.19 |
| 2025-11-11 | 2449 TT EQUITY | SELL | 8,000 | TWD 217.39 |
| 2025-11-10 | 6669 TT EQUITY | BUY | 2,000 | TWD 4,256.33 |
| 2025-11-10 | 3231 TT EQUITY | SELL | 20,000 | TWD 138.65 |
| 2025-11-10 | 6981 JT EQUITY | SELL | 4,200 | USD 3,235.02 |
| 2025-11-10 | 2327 TT EQUITY | SELL | 13,000 | TWD 231.10 |
| 2025-11-04 | 1590 TT EQUITY | BUY | 2,000 | TWD 947.50 |
| 2025-11-04 | 2327 TT EQUITY | SELL | 13,000 | TWD 244.43 |
| 2025-11-04 | 6805 TT EQUITY | BUY | 2,000 | TWD 1,473.36 |
| 2025-11-04 | 6488 TT EQUITY | SELL | 7,000 | TWD 487.94 |
| 2025-10-29 | 6501 JT EQUITY | BUY | 2,500 | USD 4,832.65 |
| 2025-10-29 | 2454 TT EQUITY | SELL | 2,000 | TWD 1,285.93 |
| 2025-10-27 | 6515 TT EQUITY | SELL | 2,000 | TWD 2,503.28 |
| 2025-10-27 | 6488 TT EQUITY | BUY | 7,000 | TWD 541.52 |
| 2025-10-23 | 6981 JT EQUITY | BUY | 4,200 | USD 2,896.06 |
| 2025-10-23 | 6515 TT EQUITY | SELL | 1,000 | TWD 2,456.91 |
| 2025-10-22 | 2327 TT EQUITY | BUY | 26,000 | TWD 206.36 |
| 2025-10-22 | 2449 TT EQUITY | SELL | 13,000 | TWD 177.62 |
| 2025-10-22 | 2308 TT EQUITY | SELL | 3,000 | TWD 1,010.22 |
| 2025-10-21 | 6510 TT EQUITY | SELL | 2,000 | TWD 1,758.29 |
| 2025-10-21 | 6805 TT EQUITY | BUY | 5,000 | TWD 1,285.54 |
| 2025-10-21 | 2454 TT EQUITY | SELL | 2,000 | TWD 1,320.12 |
| 2025-10-13 | 6187 TT EQUITY | SELL | 12,000 | TWD 364.64 |
| 2025-10-13 | 3231 TT EQUITY | BUY | 20,000 | TWD 145.25 |
| 2025-10-13 | 2382 TT EQUITY | SELL | 10,000 | TWD 291.42 |
| 2025-10-13 | 1590 TT EQUITY | BUY | 5,000 | TWD 859.16 |
| 2025-10-13 | 6510 TT EQUITY | BUY | 2,000 | TWD 1,684.32 |
| 2025-10-13 | 2455 TT EQUITY | SELL | 42,000 | TWD 151.00 |
| 2025-10-13 | 2308 TT EQUITY | BUY | 3,000 | TWD 1,006.27 |
| 2025-10-07 | 2382 TT EQUITY | BUY | 16,000 | TWD 309.31 |
| 2025-10-07 | 6515 TT EQUITY | SELL | 2,000 | TWD 2,210.46 |
| 2025-09-18 | 2455 TT EQUITY | BUY | 42,000 | TWD 166.22 |
| 2025-09-18 | 6805 TT EQUITY | SELL | 7,000 | TWD 993.17 |
| 2025-09-17 | 8069 TT EQUITY | SELL | 20,000 | TWD 242.46 |
| 2025-09-17 | 3711 TT EQUITY | BUY | 29,000 | TWD 168.81 |
| 2025-09-11 | 2891 TT EQUITY | BUY | 31,000 | TWD 42.28 |
| 2025-09-11 | 2882 TT EQUITY | SELL | 78,000 | TWD 64.64 |
| 2025-09-11 | 2301 TT EQUITY | BUY | 31,000 | TWD 163.96 |
| 2025-09-02 | 4931 TT EQUITY | SELL | 33,000 | TWD 150.49 |
| 2025-08-19 | 6515 TT EQUITY | BUY | 5,000 | TWD 1,228.63 |
| 2025-08-19 | 2308 TT EQUITY | SELL | 6,000 | TWD 670.63 |
| 2025-08-19 | 6805 TT EQUITY | BUY | 3,000 | TWD 1,074.24 |
| 2025-08-19 | 6187 TT EQUITY | BUY | 12,000 | TWD 389.91 |
| 2025-08-19 | 2345 TT EQUITY | SELL | 6,000 | TWD 1,026.29 |
| 2025-08-19 | 2301 TT EQUITY | SELL | 31,000 | TWD 128.73 |
| 2025-08-19 | 2891 TT EQUITY | SELL | 31,000 | TWD 42.92 |
| 2025-08-14 | 4931 TT EQUITY | SELL | 17,000 | TWD 154.33 |
| 2025-08-14 | 2454 TT EQUITY | BUY | 4,000 | TWD 1,360.70 |
| 2025-08-14 | 2308 TT EQUITY | SELL | 4,000 | TWD 669.33 |
| 2025-08-14 | 2345 TT EQUITY | SELL | 4,000 | TWD 1,035.78 |
| 2025-08-14 | 6805 TT EQUITY | BUY | 4,000 | TWD 1,088.56 |
| 2025-08-14 | 2357 TT EQUITY | SELL | 11,000 | TWD 636.19 |
| 2025-08-14 | XUQ5 INDEX | BUY | 16 | USD 14,271.35 |
| 2025-08-12 | 8069 TT EQUITY | BUY | 20,000 | TWD 262.98 |
| 2025-08-12 | 2308 TT EQUITY | SELL | 6,000 | TWD 642.84 |
| 2025-08-12 | 4931 TT EQUITY | SELL | 41,000 | TWD 139.98 |
| 2025-08-12 | 2449 TT EQUITY | BUY | 41,000 | TWD 141.09 |
| 2025-08-12 | 6669 TT EQUITY | BUY | 4,000 | TWD 3,248.97 |
| 2025-08-12 | TWTQ5 INDEX | SELL | 3 | USD 2,000.27 |
| 2025-08-11 | 2382 TT EQUITY | SELL | 33,000 | TWD 288.11 |
| 2025-08-04 | TWTQ5 INDEX | BUY | 3 | USD 1,915.88 |
| 2025-08-01 | KMU5 INDEX | SELL | 3 | KRW 425.94 |
| 2025-07-29 | XUQ5 INDEX | SELL | 16 | USD 13,984.15 |
| 2025-07-29 | XUN5 INDEX | BUY | 16 | USD 13,983.46 |
| 2025-07-23 | 2049 TT EQUITY | BUY | 17,000 | TWD 216.99 |
| 2025-07-23 | 2409 TT EQUITY | SELL | 330,000 | TWD 11.70 |
| 2025-07-15 | 2345 TT EQUITY | BUY | 10,000 | TWD 765.63 |
| 2025-07-15 | 2882 TT EQUITY | BUY | 115,000 | TWD 63.02 |
| 2025-07-15 | 2385 TT EQUITY | SELL | 55,000 | TWD 132.16 |
| 2025-07-15 | 2409 TT EQUITY | SELL | 350,000 | TWD 11.85 |
| 2025-07-15 | 1590 TT EQUITY | SELL | 4,000 | TWD 844.99 |
| 2025-07-03 | 2882 TT EQUITY | SELL | 115,000 | TWD 62.83 |
| 2025-07-03 | 2308 TT EQUITY | BUY | 16,000 | TWD 450.61 |
| 2025-07-02 | 6669 TT EQUITY | SELL | 4,000 | TWD 2,478.46 |
| 2025-07-02 | 4931 TT EQUITY | BUY | 91,000 | TWD 105.72 |
| 2025-06-27 | XUN5 INDEX | SELL | 16 | USD 13,487.71 |
| 2025-06-27 | XUM5 INDEX | BUY | 16 | USD 13,670.25 |
| 2025-06-09 | 2049 TT EQUITY | SELL | 17,000 | TWD 215.71 |
| 2025-06-09 | KMU5 INDEX | BUY | 3 | KRW 383.75 |
| 2025-06-09 | XUM5 INDEX | SELL | 16 | USD 13,340.76 |
| 2025-06-09 | 1590 TT EQUITY | BUY | 4,000 | TWD 899.02 |