anomalyResearch documents
Research log
Append-only, auditable record of every question, experiment, result, and decision.
Data source profile
Phase 0.5 — what hfmarketdata.io actually provides, established empirically.
State of the art
Phase 2 — per-anomaly map with epistemic status: robust / decayed / disputed / likely-artifact.
Artifact taxonomy
The living catalogue of dataset artifacts that masquerade as anomalies (Q4).
Research gaps
Phase 3 — ≥20 testable hypotheses, each with a constructable artifact null.
Candidate ranking
Phase 4 — 10-axis scoring and selected prototype candidates.
Validation methodology
Phase 9 — the pre-registered protocol behind every atlas entry.
placeholderBibliography
Every consulted source with URL and access date.
Novelty check
Phase 11 — assume not novel until evidence says otherwise (written last).
placeholderPhase 1 literature notes
calendar effects
Phase 1 literature notes — 51 lines.
8 sourcesmean reversion leadlag
Phase 1 literature notes — 45 lines.
10 sourcesmicrostructure artifacts
Phase 1 literature notes — 47 lines.
8 sourcesmultiple testing snooping
Phase 1 literature notes — 41 lines.
15 sourcestimeseries methodology
Phase 1 literature notes — 45 lines.
6 sourcestransaction costs
Phase 1 literature notes — 41 lines.
11 sourcesThe project charter itself is public: read the full research charter.