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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/expD_leadlag_scan/README.md · clear filter

  1. expD: lead-lag scan — decay on synchronized pairs, splice-invariant ES-SPY, SPX content staleness
    …
    - 2006-07: real both-fresh diffusion (SPY->sectors +0.07..+0.148 FDR);
  2014-15: collapse to tiny residuals (a few FDR survivors -> expF;
  H08 expected-negative clause formally falsified, recorded)
- ES->SPY -0.032 both-fresh, identical across all 3 splice variants
- SPX->SPY +0.132 both-fresh (fresh_frac .996): content staleness beats
  print synchronization — H11 confirmed at scan level
- T3 amended: LOCF artifact non-monotone in staleness (inflates mid-stale,
  dilutes ultra-stale)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 6 h ago (Aug 12, 2026) · 1 file changed +1 −1
  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 7 h ago (Aug 12, 2026) · 1 file changed +15