MESHH turns public financial sources into typed, observable events for financial workflows and macro research.
MESHH was founded by Tasuku Miura, a macro/FX trader with nearly 20 years in front-office markets across Goldman Sachs, Barclays, HSBC, and Nomura. Tasuku has led APAC G10 FX spot trading teams, priced and risk-managed BOJ decisions in real time, and built internal analytics tooling for trade risk, idea generation, and market-state visualization.
The idea for MESHH comes from a long-running imbalance he saw in FX: global interest in Japan often exceeded the local human capacity to monitor, interpret, and explain the primary sources that actually mattered, especially when Japan was active.
MESHH is built on the view that specialized agents can invert that dynamic: monitoring the long tail of primary sources and pushing the read, not just the event. What changed, why it matters, what it may imply, and what to watch next should arrive with a path back to evidence.
MESHH Routes is source-event infrastructure for delivering primary-source events into agents, dashboards, alerts, and internal workflows.
MESHH Agent is a Japan macro research agent built on the same source layer.
We care about traceability from primary source to event, delivery path, and downstream use.
Financial research needs speed, but it also needs clear provenance: what source was used, what context mattered, and how the conclusion can be checked.