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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-researchmarket-microstructureanomaliesreproducibilityduckdbapple-silicon
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History of research/state_of_the_art.md · clear filter

  1. Wed, Aug 12, 2026 2

    1. Phases 2-4: state of the art, 22-hypothesis research gaps, candidate ranking
      …
      - state_of_the_art.md: 10 anomaly families (charter §5 template) with
  epistemic status; methods inventory with macOS arm64 availability
- research_gaps.md: H01-H22, each with constructable artifact null;
  multiple-testing budget declared (22) for expF
- candidate_ranking.md: 10-axis scoring; selected C01=H15 intraday momentum
  decay, C02=H13 turn-of-month, C03=H11+H03 index-artifact decomposition,
  C04=H10 crypto-weekend gap; reserve H09

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
      Simon-Pierre Boucher committed 1 mo ago · 1 file +234 −3
    2. Bootstrap: full research skeleton (CLAUDE.md §3, localvm-research layout) + web platform
      …
      Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
      Simon-Pierre Boucher committed 1 mo ago · 1 file +13