Case Studies

Client Cases:
How Quant Strategies Transform Investment Decisions

Real cases from global investors. Using SA Quant's four-layer screening system, they systematically discovered high-quality small-cap opportunities overlooked by the market.

Case Study 01

Family Office Transformation: From Discretionary to Systematic Quant

Singapore · AUM $50M · Started 2024

Background

This family office previously relied on the CIO's personal judgment for stock selection, with concentrated holdings in 5–8 familiar large caps. During the 2023 Hang Seng Index decline of 13.8%, the portfolio drew down 22%, prompting the board to mandate a systematic approach.

SA Quant Solution

After adopting the four-layer screening system, the portfolio shifted from 8 concentrated positions to 22 equal-weight holdings across 6 sectors. The quality factor (Layer 2) eliminated 4 potential financial-risk stocks, while valuation pricing (Layer 3) uncovered 5 undervalued small caps.

+31%
First-Year Return
-9.8%
Max Drawdown
2.1x
Excess vs HSI
22
Portfolio Holdings
"The data from the factor model gives our team more confidence in front of clients. It's no longer 'I think' — it's 'the data shows'."
— Sarah K., Family Office CIO, Singapore
Case Study 02

Independent Trader: Replacing Emotional Trading with Systematic Methods

Taipei · Individual Investor · Started 2025

Background

An independent investor with 8 years of US equity experience focused on small caps. After losing over $40K from two emotional chase entries in 2024, they sought a systematic stock selection framework to constrain trading behavior.

SA Quant Solution

Adopted Layer 1 (Liquidity Screen) and Layer 4 (Momentum Cross-Validation) as the core trading framework. Strictly enforced liquidity threshold filtering — only trading stocks passing Layer 1 — and used momentum signals to confirm entry timing, avoiding gut-feel chasing.

+42%
First-Year Return
68%
Win Rate Improvement
-70%
Emotional Trades Reduced
19
Avg Monthly Trades
"Before, whenever a stock surged I itched to chase. Now with liquidity thresholds and momentum confirmation, I check the data first. Not every opportunity is worth entering."
— Michael C., Independent Trader, Taipei
Case Study 03

Private Equity Fund: Scaling Small-Cap Strategy

New York · AUM $120M · Started 2023

Background

An Asia-Pacific focused private equity fund looking to scale its small-cap strategy from $20M to $80M. Key challenge: stricter liquidity constraints at scale, and the traditional deep-research model (covering 3–5 stocks per week) couldn't support a larger portfolio.

SA Quant Solution

Deployed the full four-layer screening system as the first-round filter. The quant system screens 1,800 stocks down to 50–80 candidates quarterly, then the analyst team conducts deep due diligence. Coverage efficiency improved from 3–5 stocks per week to 50–80 per quarter.

$80M
Current Strategy AUM
4x
Coverage Efficiency Gain
+19.3%
2025 Annualized Return
15
Strategy Holdings
"SA Quant's four-layer screen has completely changed how we pick stocks. Before, we picked HK small caps on gut feel; now we have a systematic framework supporting every decision."
— James L., Asset Management Partner, New York

🚀 How to Get Started

1
Book an online demo\nLearn strategy details
2
Get trial access\nExperience the screening system
3
Customize strategy parameters\nTailored to your needs
4
Go live\nStart quantitative investing

Ready to let data drive your decisions?

Book a 30-minute strategy demo to see how SA Quant helps you discover quality opportunities overlooked by the market.

Book a Demo →