Cayman Exempted Company | Mutual Fund

WeQuant Global Systematic Fund

A leading systematic asset manager with a global perspective, bringing science to Chinese capital markets since 2024.

Research & Technology

Systematic investing built for the structure of Chinese equities.

WeQuant combines elite quantitative research, frontier machine learning expertise, a proprietary research-to-execution stack, and disciplined exposure control to pursue durable alpha across China's A-share market.

People & Edge

Where the advantage actually comes from.

Top-tier human capital

Medalists in IMO, IPO, IChO, IOI; ACM-ICPC world finalists; and senior researchers from Millennium, Citadel, and Two Sigma.

Cross-border technology DNA

Former IBM Distinguished Engineer and Google Brain researcher on the team, applying frontier ML to Chinese market microstructure.

PB-scale proprietary stack

Self-built time-series database and real-time engine with sub-millisecond factor computation and an end-to-end research-to-execution pipeline.

Disciplined risk framework

Barra-style risk model controls exposure to industry, size, growth, momentum, and residual volatility on every rebalance.

Selected Track Record

Flagship strategies are built from one research stack.

Fund Strategy

WeQuant Global Investment Offshore Feeder Fund Long-only equity strategy investing in China A-shares, with returns derived from market beta and strategy alpha.

WeQuant Global Systematic Fund Multi-strategy approach using leverage to invest in China's A-share market. Leverage can double returns and amplify risk to the same extent.

Risk Disclosure

Past performance and target returns shown here are not predictive of future results and are not guarantees, advice, or recommendations from the private fund manager. This material is neither an advertisement nor a solicitation, and does not constitute an offer or invitation to buy or sell any private fund or security. Investing is risky—please make careful decisions, stay alert to risks, and assume full responsibility for any losses.

Strategy breadth

Index-enhanced, long-only quant selection, and market-neutral return engines operate on the same research platform.

Capacity discipline

Product AUM is deliberately capped to preserve the information ratio rather than chase scale.

Why Now

A new regime in Chinese equities.

On 6 May 2026, the first session after the May holiday, A-share turnover crossed RMB 3.2 trillion, the highest level in three months. The Shanghai Composite closed at 4,160 (+1.17%); semiconductors, compute hardware, and AI applications led, with nearly 3,900 names finishing green.

To WeQuant, this is not a single-day event. The alpha environment for systematic equity strategies in China is opening up in a way not seen since 2020.

Liquidity expansion

Highest turnover in three months creates fertile ground for execution alpha.

Sector dispersion

Technology leadership versus lagging sectors in staples and energy widens cross-sectional spreads.

Capacity available

Meaningful capacity remains in CSI 1000 and All-A long-only strategies.

Contact

Contact WeQuant.

For qualified investor inquiries, strategy questions, or partnership discussions.