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From Coal Mines to Wheat Fields

Quantihack 2026 — Team Deanos

Discovering a tradeable signal in spurious correlations.

The Signal

We found that multiplying the z-scores of global coal production and UK road crash casualties produces a composite signal that predicts UK humidity with r = 0.99. This humidity signal then correlates with agricultural commodity prices at r = 0.75.

$$S(t) = Z_{\text{coal}}(t) \cdot Z_{\text{casualties}}(t)$$

Project Structure

Quantihack/
├── report.tex                     # LaTeX research paper
├── Quantihack.pdf                 # Compiled paper
├── data/
│   ├── world_coal_production/     # Global coal production (1981-2021)
│   ├── road-casualty-data/        # UK road casualties (2005-2020)
│   └── archive (10)/              # UK weather/humidity (2009-2024)
├── plots/
│   ├── wheat_signal_final.png     # Signal → Humidity → Agriculture ETF
│   └── zscore_6yr.png             # Z-score discovery across windows
└── scripts/
    ├── full_zscore_v2.py          # Main correlation scanner
    ├── zscore_hunt.py             # Z-score product/ratio search
    ├── plot_6yr.py                # 6-year window analysis & plot
    └── plot_wheat_final.py        # Final signal vs humidity vs DBA plot

Key Results

Relationship r
Signal → UK Humidity 0.99
Signal → DBA Agriculture ETF 0.75
Signal → Wheat Futures 0.73
Signal → Corn Futures 0.73
Signal → Coffee Futures 0.72
Signal → Sugar Futures 0.71

Running

pip install pandas numpy matplotlib yfinance pyarrow
python scripts/full_zscore_v2.py     # Scan for z-score correlations
python scripts/plot_wheat_final.py   # Generate the main plot

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