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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/hypothesis.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 +24 −2
  2. Web: server-rendered SVG figures from results.json (dataviz-validated)
    …
    - web/lib/charts.js: expB staleness scatters, expC VR30-excess strip plot
  (FDR emphasis), expD raw-vs-fresh dumbbells; palette validated
  (validate_palette.js all-pairs PASS on card surface), native tooltips,
  ink-token text, selective direct labels
- figures injected on experiment pages + latest figure on home
- rendered and eyeballed (rsvg): fixed tick-label collision

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 6 h ago (Aug 12, 2026) · 1 file changed +38 −14
  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 +38