Financial intelligence for investment research
Every market cycle produces more filings, transcripts, and alternative data than the last. Search and summarisation retrieve it. Nobody connects it. Analysts are left with more facts and no more understanding. FinCatch is the layer between raw market data and conviction: a structure for reasoning across entities, catalysts, and time, for one professional or an entire investment team.
Everything FinCatch does reads from it.
Filings, transcripts, corporate events, and supply-chain relationships are published in isolation. We connect them into a single, time-ordered graph.
FinCatch connects structured market intelligence with your private context across three distinct surfaces.
Whether you operate as an independent specialist or across multi-desk teams, choose the interface that integrates directly into your existing workflow.
The flagship AI workspace for individual professionals and collaborative teams. Run deep equity research, multi-agent stress testing, statement standardization, and live valuation modeling with native file sharing and staged review.
Direct programmatic access to the Market Graph, autonomous research agents, and standardized financial datasets. Connect verified relationship intelligence directly into internal applications, risk systems, and data lakes.
Pre-built quantitative and diligence workflows deployable via CLI or as drop-in skills. Integrate institutional-grade diligence pipelines directly into proprietary Jupyter notebooks, scripts, and internal systems.
Notes from the team on markets, research workflows, and what we are building.
