Backtesting index rebalancing arbitrage with Amazon EMR and Apache Iceberg
AWS Big Data
JULY 3, 2023
Look – ahead bias – This is a common challenge in backtesting, which occurs when future information is inadvertently included in historical data used to test a trading strategy, leading to overly optimistic results. To avoid look-ahead bias in backtesting, it’s essential to create snapshots of the data at different points in time.
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