Documentation
Technical papers, mathematical foundations, and implementation details.
MEΩ: Metior Numeraire
Construction, governance, and stability analysis of the MEΩ global numeraire. Inclusion requires public M2 or free-float mcap >= 1% of MEΩ. Weights recompute daily from open feeds; zero discretion; persisted as (date, symbol, weight, meo_usd, m_world_usd).
GINα: Global Interest-Rate Neutral Alpha
Performance metric that isolates skill from currency effects and interest-rate environments. Formula: ((1 + R) / (1 + r_IRS + I_MEΩ)) - 1 - carry.
Mathematical Appendix
Complete derivations, proofs, and numerical methods. Includes DCC-GARCH correlation estimation, replicator dynamics, and EVT tail thresholds.
MEΩ Stability Analysis
MEΩ vs USD/EUR/CHF (1970–today) shows lower drift/vol; construction uses DCC-GARCH for correlations, replicator dynamics for weights, EVT thresholds for tail stability.
MEΩ Governance
Inclusion requires public M2 or free-float mcap `>`= 1% of MEΩ. Weights recompute daily from open feeds; zero discretion; persisted as (date, symbol, weight, meo_usd, m_world_usd).