Methodology papers and working drafts
Aurelian publishes methodology papers covering the construction, validation, and ongoing maintenance of each index.
Daily index of U.S. economic policy uncertainty built from prediction-market prices on Kalshi and Polymarket across five policy domains. Defines the contract-level uncertainty score, normalization across the basket, size and quote-tightness weighting, and the per-domain and per-contract concentration caps.
Daily basis-point dispersion of the implied Fed funds rate distribution from Kalshi and Polymarket contract families, decomposed across Near-Term, Path, and Terminal horizons, with a Wasserstein-1 companion repricing measure. Working draft in progress.
For pre-publication access, replication-grade datasets, or institutional licensing: support@aurelianhq.com.