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What is Look-ahead Bias?
Look-ahead bias is a type of bias that occurs when a study or simulation relies on data or information that was not yet available or known during the time period being studied. It generally leads to inaccurate results from a study or simulation.
What is Look-ahead Bias?
Look-ahead bias is a type of bias that occurs when a study or simulation relies on data or information that was not yet available or known during the time period being studied. It generally leads to inaccurate results from a study or simulation.
Zitat:KEY TAKEAWAYS
Look-ahead bias is when data that was not readily available at the time is used in a simulation of that time period.
A look-ahead skews the results and leads to overconfidence in models and other frameworks built out of the skewed results.
A backtested simulation with a look-ahead bias will not show an accurate result. Therefore, careful research is necessary to determine what data was available at the time.
https://www.investopedia.com/terms/l/lookaheadbias.asp
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