DAYTRADE engine, SPX logs, and analysis code for "Overlapping-Observation t-Inflation in Evaluating Algorithmic Intraday Trading Signals"

Name: DAYTRADE engine, SPX logs, and analysis code for "Overlapping-Observation t-Inflation in Evaluating Algorithmic Intraday Trading Signals"
Creator: Zenodo
Published: 2026-09-22T19:24:00+08:00

Zenodo2026-09-22 更新2026-10-01 收录

数据链接：

https://zenodo.org/doi/10.5281/zenodo.22904070 数据链接链接失效反馈

官方服务：

资源简介：

Engine source, 152 daily SPX log files (211,739 polls, 526 MB of JSONL, 2025-09-08 to 2026-05-08), and the analysis scripts (analysis/paper_stats.py, analysis/revision_stats.py, analysis/make_paper_figs.py) underlying "Overlapping-Observation t-Inflation in Evaluating Algorithmic Intraday Trading Signals: A Reproducible Null on S&P 500 Option Flow" (CSIT 2026). The scripts regenerate every statistic and figure in the paper from the released logs with fixed random seeds. SHA-256 of the log archive (daytrade_spx_logs_20250908_20260508.tar.gz): d2d9102996dc47daf6b7f48d4a57ab1c61c289ef7ab702e1bca13c3298af3394.

提供机构：

Zenodo

创建时间：

2026-09-22