Kay Kay and His Weathered Underground is an indie band started by Kirk Huffman and Kyle O'Quin of Gatsby's American Dream. Like Gatsbys, the band draws influence from a wide variety of musical genres. Though the band only has three official members, they have been known to perform with as many as 12 additional musicians on stage. History Kay Kay got its start when Gatsbys American Dream went on hiatus, shortly after the release of their 2006 self-titled album.