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
Python 61.4%
JavaScript 28.7%
CSS 8.6%
Shell 0.7%
Makefile 0.5%
1{2 "experiment": "expC_reversion_scan",3 "run_utc": "2026-08-12T06:24:08.227246+00:00",4 "author": "Simon-Pierre Boucher",5 "contact": "contact@spboucher.ai",6 "data_source": "hfmarketdata.io",7 "confidence_level": 0,8 "protocol": {9 "train_subperiods": {10 "2000-2007": [11 "2000-01-01",12 "2008-01-01"13 ],14 "2008-2015": [15 "2008-01-01",16 "2016-01-01"17 ]18 },19 "adjustment": "adj_split",20 "one_min_window": [21 "2014-01-01",22 "2016-01-01"23 ],24 "boot": [25 200,26 4227 ],28 "min_returns": {29 "1day": 350,30 "30min": 2000,31 "5min": 5000,32 "1min": 500033 }34 },35 "summary": {36 "cells_total": 127,37 "families_tested": 3,38 "fdr_alpha": 0.05,39 "excess_ac1_negative_survivors": [40 {41 "ticker": "XOM",42 "bucket": "liquid",43 "timeframe": "1day",44 "period": "2008-2015",45 "excess_ac1": -0.13261,46 "edge_spread": 0.00403647 },48 {49 "ticker": "SPY",50 "bucket": "liquid",51 "timeframe": "1day",52 "period": "2008-2015",53 "excess_ac1": -0.05527,54 "edge_spread": 0.00427555 }56 ],57 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