Look-ahead bias

2 stories tagged Look-ahead bias on Learning Fanatic.

Lesson 4.1: Backtest design and look-ahead bias Learn to design a backtest: vectorised and event-driven engines, realistic fills, the biases that flatter results, and checks to run before you trust a number.
Lesson 3.2: Building a research pipeline Learn to build a research pipeline: stages from data to report, a one-bar lag against look-ahead, null and truncation tests, and an experiment log.