AI/ML Research Lab | Quantitative Finance & Trading Systems
Building the next generation of financial AI models and open source tools
Explore Our ModelsFKNLABS is an AI/ML research laboratory specializing in quantitative finance, algorithmic trading systems, and financial engineering. We develop cutting-edge machine learning models, trading algorithms, and quantitative research frameworks.
Our research drives FKNCAPITAL's proprietary trading operations while contributing to the open source community. We focus on Monte Carlo simulations, deep learning price predictors, macroeconomic analysis, and advanced financial engineering models.
All models developed at FKNLABS are deployed in production at FKNCAPITAL, creating a seamless research-to-trading pipeline.
Python-based simulation of multiple currency pairs forecasting price distributions using historical data and correlations. Advanced probabilistic modeling for risk assessment and strategy testing.
View ModelComprehensive backtesting framework for Moving Average strategies with S&P 500 benchmark comparison. Performance analytics and optimization for systematic trading approaches.
View ModelNeural network architectures predicting short-term price movements using technical indicators, market sentiment, and macroeconomic inputs. LSTM and Transformer-based models.
Explore ModelsAdvanced derivatives pricing models including Black-Scholes implementations, binomial trees, and Monte Carlo methods for options valuation with comprehensive Greeks calculation.
View ModelsReal-time data-driven insights on economic indicators (NFP, CPI, PPI) affecting global markets. Integration with trading strategies and risk management systems.
Explore ToolsModern portfolio theory implementations with risk-parity, Black-Litterman, and hierarchical risk parity approaches for multi-asset portfolio construction and management.
View ModelsThe Skyscraper Effect hypothesizes that record-breaking infrastructure projects, particularly skyscrapers, can act as economic and psychological signals affecting market behavior.
Key Findings & Examples:
This research highlights how physical mega-projects can signal economic strength, influencing trading strategies and macroeconomic models. Future work involves integrating these signals into predictive ML models for market behavior.
Download Full Paper (PDF)This research deconstructs the 95% retail trader failure rate through a multi-layered mathematical framework, demonstrating it's not an anomaly but an emergent property of the trading system itself.
Key Mathematical Frameworks:
This research provides a complete mathematical explanation for retail trading failure rates, combining transaction cost analysis, behavioral finance, and risk theory. The framework can be used to develop more robust trading systems and risk management protocols.
Download Full Paper (PDF)All FKNLABS models are open source and actively used in production at FKNCAPITAL. Contribute, fork, or use these models in your own research and trading systems.
Advanced probabilistic modeling for forex and derivatives pricing
View on GitHubComprehensive framework for testing trading strategies with benchmarks
View on GitHubOptions pricing, portfolio optimization, and risk management models
Explore on GitHubFKNLABS is expanding and looking for talented researchers and engineers to join our mission of building Africa's premier quantitative research lab.
Develop cutting-edge machine learning models for financial markets. Experience with PyTorch, TensorFlow, and time series analysis preferred.
Research and develop trading strategies, risk models, and financial algorithms. Strong mathematical and statistical background required.
Build robust trading systems, data pipelines, and research infrastructure. Python, C++, and system architecture experience valued.
Interested in collaborating or joining our team?
Get In TouchHave questions about our research, want to collaborate, or interested in joining our team? Get in touch.