What is the MM Fundamental Index and how is it constructed?

About MM Fundamental Indices (MMFIs)

The MM Fundamental Index is a proprietary series of quantitative indices developed by MacroMicro, covering global equities, FX, bonds, and commodities — giving you a quick read on the fundamental conditions of each asset class.

You can find it under「Charts > Trader's Insights」.

How to read the index

  • Higher values indicate stronger fundamental conditions
  • An upward trend means fundamentals are continuing to improve

Construction

The charts that make up each index are organized in the corresponding asset's chart group (e.g., USD Fundamental Index). Weightings are automatically adjusted based on market conditions for real-time tracking.