spb/anomaly-atlas

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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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21 days agolast push

Python 61.4% JavaScript 28.7% CSS 8.6% Shell 0.7% Makefile 0.5%

Wed, Aug 12, 2026 2

Phase 0.5: Experiment A (data reality check) + hf_client implementation

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- hf_client.py: cache-first single API client (throttle, 429/5xx back-off,
  50k-row pagination, committed data-manifest index) + 5 offline unit tests
- expA benchmark: 8 probe families, results with embedded hardware manifest
- research/data_source_profile.md (reviewed): coverage, timestamps ET,
  session structure, daily-vs-1min semantics, adjustment re-basing, limits
- LOG entry; expA hypothesis/analysis finalized

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

Simon-Pierre Boucher committed 1 mo ago · 1 file +134 −5

Bootstrap: full research skeleton (CLAUDE.md §3, localvm-research layout) + web platform
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Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Simon-Pierre Boucher committed 1 mo ago · 1 file +17