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": "expD_leadlag_scan",3 "run_utc": "2026-08-12T06:40:47.216251+00:00",4 "author": "Simon-Pierre Boucher",5 "contact": "contact@spboucher.ai",6 "data_source": "hfmarketdata.io",7 "confidence_level": 0,8 "protocol": {9 "windows": {10 "2006-2007": [11 "2006-01-01",12 "2008-01-01"13 ],14 "2014-2015": [15 "2014-01-01",16 "2016-01-01"17 ]18 },19 "adjustment": "adj_split",20 "max_lag": 3,21 "boot": [22 200,23 4224 ],25 "random10": [26 "ATRO",27 "AUVI",28 "AXDX",29 "BKE",30 "CECO",31 "CKX",32 "GCL",33 "GRO",34 "HPE",35 "HTD"36 ],37 "min_days": 200,38 "min_fresh": 1000039 },40 "summary": {41 "pair_cells": 49,42 "tests": 98,43 "fdr_alpha": 0.05,44 "fdr_survivors": [45 {46 "pair": "SPY->AAPL",47 "window": "2006-2007",48 "bucket": "liquid",49 "fresh_+1": 0.01135,50 "fresh_-1": 0.02865,51 "which": [52 "fresh_+1",53 "fresh_-1"54 ]55 },56 {57 "pair": "SPY->MSFT",58 "window": "2006-2007",59 "bucket": "liquid",60 "fresh_+1": 0.03096,61 "fresh_-1": 0.01126,62 "which": [63 "fresh_+1",64 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