FactorSage

Glossary ยท Lesson 6.15

Look-Ahead Bias

Look-ahead bias inflates backtest results by silently giving the strategy access to data that real investors did not have at the time.

Definition

Look-ahead bias inflates backtest results by silently giving the strategy access to data that real investors did not have at the time.

In FactorSage

Fundamentals are exposed only as of their reporting date so built-in fields cannot reference future data.