Flying Dutchman Labs

As the next generation of professionals stepping into Financial Markets, we believe that the success of any financial institution hinges on a deep understanding of the markets—combined with advanced analytical, quantitative, and programming skills.

The inception of Flying Dutchman Labs is rooted in real-world industry experience, inspired by ongoing discussions with buy-side traders, portfolio managers, and asset allocators. It is an Independent Research & Development initiative aimed at bridging the gap between market theory and robust execution—ranging from fully systematic frameworks to qualitative risk arbitrage schemes.

The project encompasses a suite of multivariate portfolio and index engineering frameworks, along with optimization engines featuring stress-testing, sensitivity analysis, and scenario simulation modules. It also integrates single stocks, ETFs, equity options, and commodity derivatives, delivering pricing and risk management functionality for both research and live-trading contexts.

Several modules are already live in limited-access mode—check the links below to explore.

Our solution is designed to be accessible to everyone in the industry, which is why it will be available through both API calls and an integrated UI/UX design.