About FinCatch

Dear curious minds and market watchers,

We started FinCatch with a simple belief: the hardest part of equity research today isn’t finding information, it’s connecting it. Every day, markets generate a torrent of filings, earnings calls, news, macro updates, alternative data, and price action. No human team—no matter how strong—can track all of it, in context, all the time.

Most tools give you search, screens, or yet another dashboard. Some now add a generic AI layer on top. But they still treat each question as a one-off request, with context that vanishes after the answer is given.

We thought there had to be a better way.

What we’re building

FinCatch is our answer: a graph-grounded, vertical AI agent platform for equity research.

Instead of starting from prompts, FinCatch starts from the market itself—the events, relationships, and narratives that shape how companies evolve. We are building a financial world model that maps:

  • Companies, sectors, and supply chains
  • Events, catalysts, and risk factors
  • Fundamentals, market data, and qualitative signals
  • The narratives that link all of the above over time

On top of this graph, AI agents continuously monitor, interpret, and connect new information back to existing context—so insight compounds rather than resetting to zero with every query.

Why now

The gap between available data and usable understanding has never been wider.

On one side, there are incredible data sources, from structured fundamentals to unstructured transcripts and news. On the other, there are investors trying to make decisions in time-compressed, noisy environments.

The missing layer is not “more data.” It’s intelligence that remembers, connects, and updates.

FinCatch exists to build that layer for equity markets:

  • From event to thesis, not just event to summary
  • From isolated answers to a persistent research context
  • From generic AI chat to domain-grounded financial reasoning

Where we are today

FinCatch is currently in beta. Our financial knowledge graph is live, but still expanding—we are actively backfilling historical data and deepening coverage across markets and sectors.

That means two things:

  1. You can already use FinCatch to explore graph-grounded insights, see how entities connect, and let agents help you reason through events.
  2. Coverage is not yet complete. Some tickers, time periods, or regions will feel richer than others as we progressively ingest and normalize more data.

We’ve chosen to open access early because this is a system that gets better with real use. Every interaction helps us understand where investors need the most depth, what workflows matter, and which relationships in the graph are most valuable to surface first.

How we think about the product

When we design FinCatch, we ask ourselves a few simple questions:

  • Does this make it easier for an investor to move from noise to conviction?
  • Does this feature deepen the graph, rather than just adding another widget?
  • Does this agent behave like a serious research assistant, not a generic chatbot?

We care much more about explainable, connected insight than clever one-liners. We’d rather show you how an earnings surprise ripples through a supply chain, or how a regulatory change might affect a theme you track, than just generate another summary of yesterday’s news.

Who we’re building for

FinCatch is built for people who care about the craft of investing:

  • Portfolio managers and analysts looking to scale their research bandwidth
  • Traders who need faster, context-aware reads on market events
  • Investors who believe an edge increasingly comes from connecting dots, not just collecting them

If you see equity research as a long-term, compounding discipline, we are building this for you.

Looking ahead

We are still early. The graph is expanding, the agents are learning, and the world model is getting denser with every dataset and event we plug in.

Our direction is clear:

  • Broader and deeper coverage across markets
  • More powerful, specialized agents for different research workflows
  • Richer event-to-thesis tooling and collaboration features
  • A financial world model that becomes more useful the longer you use it

If you choose to spend time with FinCatch at this stage, you’re not just trying a new tool—you’re helping shape how graph-grounded AI will support serious investors in the years ahead.

Thank you for being part of this early chapter.

Lok Kan and the FinCatch Team

Our Team
Lok Kan Chan
CEO & Co-Founder

Lok Kan Chan

MFin UNSW Sydney, CPA Australia, ex-Credit Suisse, ex-KPMG

Harry Lui
CTO & Co-Founder

Harry Lui

PhD in Mechanical Engineering (Scientific Computation) @ HKUST

Michael Lee
COO & Co-Founder

Michael Lee

MAcc CUHK, MA (QAB) CityU, CPA Australia, ex-BOC, ex-SMTB

Austin Cheung
Senior AI Engineer

Austin Cheung

MSc (BA) HKU, PhD student in Information Systems @ HKUST

Chirag Engineer
Senior AI Engineer

Chirag Engineer

BEng in Mechanical Engineering @ HKUST

Harsh V. Gupta
AI Engineer

Harsh V. Gupta

BEng in Computer Engineering @ HKUST

Shahitya Shammo
AI Engineer

Shahitya Shammo

BEng in Computer Science @ Hong Kong Baptist University

Chris HC Nguyen
AI Research Engineer

Chris HC Nguyen

PhD in Mechanical Engineering @ HKUST

Our Partners