CoachA backtest has look-ahead bias when a decision at time uses information that was not available at . Point-in-time data are data stored so that, for any past instant, they return exactly what was known at that instant: the values then published, the universe then listed, the identifiers then used.
Quantitative Finance · Begrippenlijst
Wat is Look-ahead bias, point-in-time data?
Ook bekend als: look-ahead bias · point-in-time data