A single model trained across equities, rates, credit, and commodities, and what a shared representation of market state makes possible.
Today we are releasing details of our first cross-asset market foundation model, trained jointly across four asset classes on two decades of tick-level data.
The result that matters is not a benchmark number but a behaviour: the model degrades gracefully across regime boundaries where correlation-based systems break. We read this as evidence that it has learned mechanism rather than surface statistics.
The accompanying preprint describes the architecture and evaluation in full. We will continue to publish what we learn.
Biuron Research · July 2026
All news →