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, from fully systematic frameworks to qualitative risk arbitrage schemes.

The project is fundamentally research-driven, with two central objectives. First, our team is dedicated to discovering and refining systematic and hybrid investment strategies designed to capture genuine market inefficiencies. Second, we focus on continually enhancing existing analytical and risk management frameworks, constantly interrogating “how?”: How can backtests be made more rigorous before live deployment ? How can today’s risk models be made more adaptive to real-world uncertainty ? The project evolves between the capricious market dynamics and the analytical, quantitative, and behavioral methodologies designed to systematically generate excess returns.

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.