About this project

anomaly-atlas is an independent research project by Simon-Pierre Boucher (contact@spboucher.ai) that asks: given only open high-frequency market data from hfmarketdata.io (the sole data source), which statistical regularities — mean-reversion, lead-lag relationships, calendar/seasonal effects — are real, and which are artifacts of bid-ask bounce, stale or non-synchronized timestamps, survivorship, look-ahead, or microstructure noise?

The methodology is deliberately strict: pre-specified hypotheses and splits, artifact nulls that every detector must beat, mandatory multiple-testing correction, a holdout touched exactly once, realistic transaction-cost models, an append-only research log, hardware manifests embedded in every result, and no result reported from an uncommitted tree. Detectors are validated on synthetic series first — a detector that finds anomalies in a pure random walk is broken. The full methodology is codified in the research charter.

What counts as a real result

• A regularity reaching Level 3: corrected, out-of-sample, robust, cost-real, confirmed on the once-touched holdout.
• A rigorous artifact taxonomy for this dataset — letting others avoid mistaking artifacts for signals.
• A clean demonstration that a widely-cited anomaly does NOT survive honest testing here (negative result).
• A methodological contribution: a better artifact null or honest test for short-horizon effects on bar data.
• A measured survival curve: what fraction of naively-significant effects remains after each layer of rigor.

What this is not

Not a trading system, not trading advice, not a claim of arbitrage or "free money". The honest answer "nothing survives" is an acceptable — and publishable — outcome. Do not assume Level-3 findings exist; the research establishes the truth either way.

Platform

Everything runs on a consumer Apple Silicon Mac: DuckDB + parquet on the internal NVMe for out-of-core columnar queries, NumPy/Accelerate for the math. This site is generated from the repository itself — no hand-typed numbers.