Independent Financial Research

Systematic Research.
Evidence-Based Alpha.

KMY Capital Financial Research LLC is an independent quantitative research firm applying institutional-grade factor analysis and systematic signal generation to equity markets across 30+ global exchanges.

3
Co-Founders
30+
Global Exchanges
5-Factor
Alpha Model
Live
Currency Conversion
Systematic
Process
Coverage Universe

Global Markets.
One Terminal.

Our research terminal covers any ticker across 30+ major exchanges worldwide — from NYSE and NASDAQ to the TSE, LSE, TWSE, and beyond. All signals run on the same five-factor model with live currency conversion via Frankfurter.app, so international equities are analyzed on equal footing with US stocks.

🇺🇸NYSE / NASDAQ
🇬🇧LSE
🇯🇵TSE
🇩🇪XETRA
🇨🇳Shanghai
🇭🇰HKEX
🇹🇼TWSE
🇮🇳NSE
🇰🇷KRX
🇨🇦TSX
🇦🇺ASX
🇫🇷Euronext Paris
🇧🇷B3
🇸🇬SGX
🇨🇭SIX
🇸🇦Tadawul
🇦🇪ADX
🇳🇴Oslo Børs
🇸🇪Nasdaq OMX
🇮🇱TASE
+ more
Investment Philosophy

Built on Rigor.
Validated by Evidence.

01
Process Over Prediction
Durable alpha comes from disciplined, repeatable systems — not from forecasting. Every factor in our composite model is IC-tested and walk-forward validated before deployment.
02
Transparency by Design
We document every hypothesis, every factor weight change, and every backtest assumption. Our research process is an open book — for ourselves and for anyone who relies on our work.
03
Risk as a First-Class Input
Position sizing and drawdown management are not afterthoughts. Half-Kelly sizing, regime filters, and gross profitability screens are embedded directly into the signal architecture.
04
Independent and Unconflicted
KMY Capital carries no sell-side obligations, no advertiser relationships, and no incentive to recommend anything other than what our models indicate.
Research Platform

Institutional Tools.
Open Access.

📈Live
Research Terminal
Quantitative alpha signals — momentum, short interest, earnings yield, gross profitability. Composite z-score with regime filtering across global equity markets spanning 30+ exchanges worldwide.
📅Live
Events Calendar
Earnings reports and macro events unified in one calendar. FOMC, CPI, NFP, PCE — classified by market impact with pre and post-market timing.
🔬Coming Soon
Research & DCF
Discounted cash flow models, sector analysis, and investment outlook. Walk-forward validated with realistic transaction cost models.
Our Team

Founded in Taiwan. Built for Global Markets.

KMY Capital was founded by three researchers — a software engineer and quant strategist from UIUC, a CFO and finance operator from NYU Stern, and a Princeton ORFE researcher specializing in mean field games. United by a belief that systematic, evidence-based analysis should be accessible to every investor.

Meet the Founders
⚠️ Research and educational purposes only. Not investment advice. Past performance does not guarantee future returns. KMY Capital Financial Research LLC.