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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

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

History of research/notes/mean_reversion_leadlag.md · clear filter

  1. Phase 1: literature sweep — 6 theme notes + 52-source verified bibliography
    …
    All citations verified against OpenAlex (DOI/venue/year, accessed
2026-08-12). Priors adopted: McLean-Pontiff decay base rate, STW calendar
reality check, t>=3 hurdle, EDGE spread estimator for expG.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
    Simon-Pierre Boucher committed 6 h ago (Aug 12, 2026) · 1 file changed +53