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: expF_multiple_testing/README4author: Simon-Pierre Boucher5contact: contact@spboucher.ai6data_source: hfmarketdata.io7created: 2026-08-128status: draft9---1011# expF_multiple_testing1213Multiple-testing survival: White RC, SPA, FDR, deflated Sharpe on C-E output1415Status: **completed 2026-08-12** — survival curve measured: 372 -> 232 (naive) -> 226 (FDR) -> 68 (SPA, 18%), all gross; survivors dominated by bounce; the known SPX artifact survives SPA (statistical correction != artifact correction). Double-filtered pool -> expG.16