Can transformers learn to read markets?

Project K.E.M. is an open experiment in multi-modal machine learning: market data, fundamentals, news, and inter-company relationships fused into one embedding per stock, with every model output tracked forward and published — including the results that don't flatter the model.

Daily Model Output

Today's Signals

What the model flagged in its latest run — published as research output, not as recommendations. Quiet days are shown as quiet days.

Live, Realized Results

Measured Performance

Computed from realized close-to-close outcomes — no marketing figures, no simulated numbers.

Loading live performance…

The Architecture

Four modalities, one embedding

Each stock is represented by fusing four separately-encoded views of it. The full two-arm pipeline — novelty detection and probabilistic forecasting — is diagrammed on the Technology page.

Market Data

Processes price patterns, volume, and technical indicators to identify significant market trends.

Fundamental Data

Analyzes financial statements, earnings reports, and valuation metrics to assess company health.

News & Social

Processes news articles, social media, and analyst reports to capture market sentiment.

Relational Data

Maps connections between companies, supply chains, and industry relationships.

Questions

Frequently Asked Questions

Get answers to common questions about Project K.E.M.

Frequently Asked Questions

Browse the research universe

62 U.S. large-cap stocks, each with its own model-output history — novelty, forecasts, and concordance per trading day. Deliberately small, so behavior can be studied rather than skimmed.

Go to Stock Directory
Academic research platform — not investment advice.