Who We Are
First Strike Research is an independent investigative research operation focused on various capital markets. We apply a synergy of financial analysis, open source intelligence, and machine learning models to help you find mispriced investment vehicles.
We intersect traditional financial analysis, investigative work, and data awareness to provide readers with as much evidence as possible to make informed financial decisions.
We strongly believe in a ‘data first’ approach. Even if your trade ends up being wrong, if you lead with data in the long running you’ll end up winning.
We take a data‑first approach: any single trade can be wrong, but over time, disciplined, data‑driven decisions win.
What We Do
Deep-Dive Corporate Investigations — We conduct comprehensive analysis of public companies, examining financial statements, related-party transactions, insider dealings, and operational realities. Our research goes beyond headline numbers to understand what’s actually happening inside a business.
Governance & Red Flag Identification — Poor corporate governance often precedes poor returns. We identify concerning patterns, conflicts of interest, questionable capital allocation decisions, and management practices that create risk for shareholders.
Litigation & Regulatory Exposure Analysis — Legal and regulatory risks are frequently underappreciated by markets. Our investigators have over 10 years of experience in legal work, and can swiftly navigate complex legal systems and distill confusing legal jargon.
Event Markets — They’re very much emerging and are still relatively young, fragmented, and behavior‑driven, which means outcomes are often priced more on sentiment, headlines, and heuristics than on hard data. In our view, that creates persistent inefficiencies: most participants are trading on vibes, narratives, and overconfident intuition rather than grounded, systematic analysis. By approaching these markets with a data‑first framework—building base rates, quantifying priors, tracking order flow, and rigorously updating probabilities as new information arrives—we believe you can consistently find mispriced contracts that others overlook. As long as the marginal trade is driven by emotion instead of evidence, there is alpha available to disciplined, data‑driven participants.
