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%

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1---2project: anomaly-atlas3document: expD_leadlag_scan/README4author: Simon-Pierre Boucher5contact: contact@spboucher.ai6data_source: hfmarketdata.io7created: 2026-08-128status: draft9---1011# expD_leadlag_scan1213Lead-lag scan: lagged cross-correlations and Granger, separating timestamp artifacts1415Status: **completed 2026-08-12** — decay 2006-07→2014-15 measured on synchronized pairs; ES↔SPY splice-invariant basis effect; SPX lead = content staleness (H11 confirmed at scan level).16