If you meant to data of Thai companies, you can use setsmart.com. There are some fee but very cheap. And if you open a trading account with Maybank kimeng online, you can access it for free.
My friend approach is very simple. High concentration and leverage. In the investment community, someone even claim a higher return than this. But they are not my friend so I am not sure if the performance is really legit. But in Thailand, if you bought the stock more than 5% of the company you have to report . And if you hold more than 0.5% of total share, when the book closed ,your name will be shown in major shareholder list. So it is traceable in some way but someone use a lot of leverage to buy stock so we don't know the total net worth exactly.
There is another famous retail investor in Thailand who wrote a book for more than 10 years. He has a compound return of 40% per year for 15 years .And his track record seem to be legit. because I saw his name appeared in many major shareholder list in Thailand. Last time, I checked he has a portfolio of around $70-80 million. Last year, there is an English book published about him. The book is "The world's 99 greatest investor" http://www.valuewalk.com/2013/11/the-worlds-99-greatest-investors/
I don't won the book ,just found this pic from another forum
http://f.ptcdn.info/847/012/000/1385979725-IMG0422JPG-o.jpg
His approach is value plus growth . And most of his success is from Retail sector. The retail stock such as CPALL ( 7-11 operator in Thailand) has made 10x return in last 6 years. His holding period is very long as he said he has no intention to sell as long as the business is still good. He use almost zero leverage and purely his own money to invest.