Systematic screening
Price, liquidity, volatility, revisions and event signals narrow the opportunity set.
Quantamental investment management
A disciplined, catalyst-driven approach to temporary pricing dislocations in listed equities.
Strategic Corrections
QuantVista Strategies is a South African investment management business focused on actively managed listed-equity portfolios. We combine quantitative market analysis with fundamental company research to identify behavioural overreactions, liquidity-driven dislocations and temporary pricing anomalies.
Client portfolios are managed through segregated separately managed accounts. Each account remains legally attributable to the investor while following the same strategy and mandate framework.
Price, liquidity, volatility, revisions and event signals narrow the opportunity set.
Scenario-weighted earnings and cash flow determine whether price has moved beyond the evidence.
Position size, liquidity, leverage and thesis invalidation are defined before capital is committed.
Strategic Corrections
The strategy targets measurable dislocations where the market-implied magnitude or duration of an event differs materially from a probability-weighted fundamental assessment.
Detect abnormal price moves, revisions, volume, crowding and macro-beta mismatches.
Test normalised earnings, cash conversion, valuation and balance-sheet resilience.
Identify the event or leading indicator capable of changing expectations.
Select the most efficient long, short, pair trade, hedge or cash expression.
Reduce exposure as the expected payoff compresses or the thesis changes.
Opportunity set
Temporary setbacks priced as permanent impairment.
Price moves that exceed the probability-weighted earnings effect.
Headlines that obscure quality, one-offs or changing underlying drivers.
Asset sales, restructurings, buybacks and capital returns.
Linked companies pricing the same shock inconsistently.
Strategic Corrections
Rebased at 31 August 2026
Important context
The strategy has operated for 1 month, 4 weeks. Annualised returns, volatility and risk-adjusted ratios would not yet be meaningful and are intentionally not shown.
Past performance is not indicative of future results. Portfolio values may fall and investors may lose capital.
Capital preservation
Leverage can amplify modest price corrections and adverse outcomes. Controls therefore begin before entry and continue through exit.
Single-name, sector, theme, gross and net exposure are sized within defined limits.
Exit capacity is assessed against realistic trading volumes and the intended holding period.
Positions are tested against prolonged shocks, failed catalysts and correlated factor moves.
Observable evidence requiring reduction or exit is established before execution.
Risk is reduced when catalysts decay or a stronger opportunity emerges.
Aligned with investors
No fixed management or base fee is charged.
Charged on net profits generated above the applicable high-water mark.
Performance fees apply only to new net profits above the previous post-fee portfolio high.