Welcome to the AM.DIRAC blog.

We built AM.DIRAC on a simple thesis: the best trading systems will be built at the intersection of deep learning research and rigorous quantitative finance. This blog is where we'll share some of our thinking along the way.

What to expect

We plan to write about topics at the frontier of our work — from novel architectures for time-series modelling to the infrastructure challenges of running research at scale. We're particularly interested in the places where theory meets practice: where a clean mathematical idea collides with noisy, non-stationary market data.

Stay tuned.