---
project: anomaly-atlas
document: Literature notes index
author: Simon-Pierre Boucher
contact: contact@spboucher.ai
data_source: hfmarketdata.io
created: 2026-08-12
status: draft
---

# Phase 1 literature notes

One note file per theme (CLAUDE.md §4.1-4.6), all sources verified via OpenAlex on 2026-08-12:

- [mean_reversion_leadlag.md](mean_reversion_leadlag.md) — Q1/Q2 founding results, lead-lag vs its artifact twin, decay evidence
- [calendar_effects.md](calendar_effects.md) — Q3 classics, intraday momentum, what survived (turn-of-month) vs what died
- [multiple_testing_snooping.md](multiple_testing_snooping.md) — §4.2, the most important: RC/SPA/StepM/FDR/DSR/PBO + finance base rates
- [microstructure_artifacts.md](microstructure_artifacts.md) — §4.3: Roll, Blume-Stambaugh, Fisher, microstructure noise
- [timeseries_methodology.md](timeseries_methodology.md) — §4.4: VR pitfalls, Lo R/S, Granger caveats, block bootstrap, CPCV, Bai-Perron
- [transaction_costs.md](transaction_costs.md) — §4.5: OHLC spread estimators (EDGE primary), cost-survival base rates