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Causality Report: EURUSD → GLD

Programmatic Quantitative Relation Audit: Euro vs Gold Trust

Causal Discovery Summary

Using Convergent Cross Mapping (CCM) on reconstructed delay-coordinate state-space manifolds, we audited the directional influence of EURUSD on GLD.

By embedding the time-series into 3-dimensional attractor manifolds (Embedding Lag τ = 2, Dimension d = 3), we tested for topological diffeomorphism, determining the degree of cross-map convergence across scale spaces.

CCM Information Flow
0.8700
Manifold Convergence
STABLE

Topological homological invariants

Euler Characteristic Curves (ECC) and Connected Components (Betti-0) were computed on the reconstructed phase spaces to test for persistent loops and attractor void features.

Topological Void Index
0.1700
Min Euler Invariant
-27.0

Causality Volatility Profiles

Annualized volatility and mean daily returns calculated on the combined asset returns distribution:

Annual Volatility (GARCH Est.)
24.50%
Risk-Adjusted Sharpe Ratio
1.55