spb/anomaly-atlas Public License

Systematic discovery & rigorous validation of statistical anomalies in open HF market data (hfmarketdata.io) — pre-registered, artifact-null-driven, fully reproducible. Live atlas: www.anomaly-atlas.io

quant-research market-microstructure anomalies reproducibility duckdb apple-silicon

Python 61.4% JavaScript 28.7% CSS 8.6% Shell 0.7% Makefile 0.5%

583 B · 18 lines markdown

Rendered Raw Blame History

1---2project: anomaly-atlas3document: Synthetic series with known properties4author: Simon-Pierre Boucher5contact: contact@spboucher.ai6data_source: hfmarketdata.io7created: 2026-08-128status: draft9---1011# Synthetic test series — "test the tests" (CLAUDE.md §8.1)1213Before any detector touches real data it must pass, on series generated here:14  * pure random walks -> NO anomaly detected;15  * planted mean-reversion / lead-lag / seasonal effects -> recovered;16  * pure bid-ask bounce -> flagged as ARTIFACT, not anomaly.17A detector that finds anomalies in a random walk is broken.18