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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

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# project: anomaly-atlas document: expG_cost_frontier/README author: Simon-Pierre Boucher contact: contact@spboucher.ai data_source: hfmarketdata.io created: 2026-08-12 status: draft

# expG_cost_frontier

Cost frontier: transaction-cost sweep, where each surviving net effect crosses zero

Status: completed 2026-08-12 — median breakeven kappa*=0.0067; 1 marginal survivor at 0.25x half-spread (CKX 1day, skeptical prior); zero intraday survivors at kappa=1. The three-layer doctrine closes.