ProfileSmall quant fund, ~$18M AUM, focused on LATAM ADR convergence trades. PM had a custom Python script pulling Yahoo data; analysts spent ~3 hours/day reconciling Bovespa quotes against US ADRs.
ChallengeTheir custom pipeline missed two of the better setups because the convergence-scoring logic wasn't formalized. The PM wanted a single composite signal he could trust before pulling the trigger, not a spreadsheet of 8 conditional cells.
SolutionSubscribed to Catalyst Edge Pro ($39/mo). Replaced the custom Brazilian-ADR script with the /cross-border 4-point convergence score (foreign gap, US gap, same direction, vol ≥ 1.5×). Analysts shifted to executing rather than reconciling.
OutcomeAcross March 2026 they took 4 STRONG-graded setups (PBR ↔ PETR4.SA, ITUB ↔ ITUB4.SA, VALE ↔ VALE3.SA, BBD ↔ BBDC4.SA) at an average +12% over a 2-day hold window. Analyst hours saved: ~60/month.
"The 4-point convergence score is the only signal I now show my PM before pulling the trigger."
— Senior analyst · LATAM quant fund (anonymized)