Author

Jin-Hao Yang

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Preprint Aug 2026

Point-in-Time Audit Before Alpha: Public-Archive Availability and a Negative Matched-Budget Study on BTC Perpetual Futures

Public cryptocurrency archives may appear usable when files exist, although factor research requires observations available and executable at each decision time. We audit public Binance BTCUSDT USD-M perpetual-futures data using event, publication, and availability times and separate proposal from deterministic auditin...

Baocheng Zeng, Jin-Hao Yang, Pei-Lin Han et al. · 0 citations