Backtesting: Simulating a Strategy on History
Lookahead Bias: Trading on Information You Didn't Have
Survivorship Bias: Why Your Backtest Looks Too Good
Point-in-Time Data: Only Use What You Knew at the Time
Real-Time vs Delayed Data: Latency, Snapshots, and What Sampling Hides
Data Quality: Catching Bad Data Before It Wrecks You
Tick vs Bar Data: The Aggregation Tradeoff
The Efficient Market Hypothesis: Why Prices Are So Hard to Beat

← Survivorship Bias: Why Your Backtest Looks Too Good Real-Time vs Delayed Data: Latency, Snapshots, and What Sampling Hides →

// research·15 min

Point-in-Time Data: Only Use What You Knew at the Time

← Survivorship Bias: Why Your Backtest Looks Too Good Real-Time vs Delayed Data: Latency, Snapshots, and What Sampling Hides →