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spb/anomaly-atlas Public License

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/expH_oos_stability/benchmark.py · clear filter

  1. expH: validation ladder closes + first atlas entries + Publications tab
    …
    expH (validation 2016-2021, opened once; holdout stays sealed):
- negative finding REPLICATES: 0 net survivors at full half-spread OOS
- CKX fails pre-registered sub-period clause (kappa* 0.445->0.263)
- ES->SPY flips sign OOS (+0.003, p=0.68) — regime-fragile
- daily reversal family: VR30 excess -0.143 -> +0.023 (crisis-regime)
- figure: alphas collapse OOS, the SPX staleness artifact persists

Atlas (via new_finding.py, Level 2 each):
- F001 nothing in the searched universe survives the full ladder
- F002 SPX->SPY lead is index content staleness (Fisher), survives SPA

Publications: new tab + P001 'The Artifact Frontier, Part I' — formal
write-up of expA->expG with live {{figure:...}} tokens rendered from
committed results.json

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 5 h ago (Aug 12, 2026) · 1 file changed +198 −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