KMY Capital Financial Research LLC
KMY Capital is an independent financial research firm founded by three researchers from Taiwan. We apply systematic, factor-based analysis to equity markets with a focus on transparency, reproducibility, and evidence-based methodology.
Our research platform provides institutional-quality tools — quantitative alpha signals, macro event calendars, and DCF analysis — without the cost of traditional sell-side research or the conflicts that come with it.
The team brings together expertise across software engineering and platform infrastructure (UIUC), financial strategy and capital management (NYU Stern), and advanced quantitative research in stochastic control and mean field games (Princeton ORFE). That breadth is reflected directly in the platform — built end-to-end by the founders, from the AWS EC2 backend to the research terminal.
Five-Factor Model. Global Coverage.
The KMY Research Terminal runs a five-factor composite alpha model across any equity ticker on 30+ major exchanges worldwide. Coverage extends well beyond the S&P 500 — analysts can run signals on stocks listed in Japan, the UK, Germany, Taiwan, Hong Kong, India, South Korea, and more, all with live currency conversion via Frankfurter.app.
The five factors — 12-1 month momentum, moving average regime filter, earnings yield, gross profitability, and inverted short interest — are combined into a composite z-score, IC-tested, and walk-forward validated. Every parameter is adjustable in real time through the terminal's control panel.