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

History of experiments/micro/expC_reversion_scan/benchmark.py · clear filter

  1. expC: reversion scan — null mis-specification caught, corrected triage
    …
    - pre-specified EDGE+Roll intraday bounce null predicts impossible AC1
  (-3..-27): discarded its positive-excess family as null artifact;
  variance-consistency rule adopted (taxonomy T1 amended)
- corrected MA(1)-consistent VR triage: 14 Level-0 cells (JPM 1min -0.243,
  MSFT 5min 2000-07...) + daily 2008-15 mega-cap/index reversal family
  (XOM -0.133 FDR, SPY -0.055 FDR)
- H01 confirmed (liquid intraday lag-1 reversion = 0 net of bounce);
  decay clause partially falsified — recorded as-is
- new: stats/multiple_testing.py (BH-FDR, bootstrap p), EDGE wrapper,
  pre-specified splits in data/universe.py, 6 new gate tests

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 6 h ago (Aug 12, 2026) · 1 file changed +194 −10
  2. Phase 0.5: Experiment A (data reality check) + hf_client implementation
    …
    - 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 7 h ago (Aug 12, 2026) · 1 file changed +2 −2
  3. 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 7 h ago (Aug 12, 2026) · 1 file changed +35