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Data Cleaning Part 3: Look-Ahead Bias and Survivorship Bias in Backtesting

For every backtest there are two default assumptions. First, the backtest engine knew only what was knowable at the moment of execution. Second, the engine saw every liquid stock that was available to trade at that moment.

QUANT SPECIAL · DATA CLEANING · PART 3 OF 8

Part 3: Look-Ahead Bias and Survivorship Bias in Backtesting

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