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": "expG_cost_frontier",3 "run_utc": "2026-08-12T07:21:28.766834+00:00",4 "author": "Simon-Pierre Boucher",5 "contact": "contact@spboucher.ai",6 "data_source": "hfmarketdata.io",7 "confidence_level": 0,8 "protocol": {9 "kappas": [10 0.0,11 0.1,12 0.25,13 0.5,14 1.0,15 2.016 ],17 "cost_model": "net = gross - k*(EDGE/2)*turnover",18 "pool": "mechanical intersection of committed expC/expD/expF results"19 },20 "items": [21 {22 "rule": "R:AAPL:5min:2000-2007",23 "family": "reversion",24 "n_days": 2009,25 "gross_mean_daily_bp": 68.121,26 "turnover_per_day": 79.21,27 "half_spread_bp": 48.128,28 "net": {29 "0.0": {30 "mean_daily_bp": 68.121,31 "ci95_bp": [32 47.327,33 95.03334 ],35 "positive": true36 },37 "0.1": {38 "mean_daily_bp": -313.124,39 "ci95_bp": [40 -332.343,41 -285.8642 ],43 "positive": false44 },45 "0.25": {46 "mean_daily_bp": -884.99,47 "ci95_bp": [48 -903.441,49 -859.30950 ],51 "positive": false52 },53 "0.5": {54 "mean_daily_bp": -1838.1,55 "ci95_bp": [56 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