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Next filing · Form 10-Q · Q2 2026 · 2 days
Next filing · Form 10-Q · Q2 2026 · 2 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 2 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four Bets
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Concept · Point-in-time data discipline

Look-ahead bias

Letting a backtest see information that wasn't yet public on the simulated date. The most common research bug.

In depth

Letting a simulation use information that wasn't public on the simulated date — the most common research bug. Filing lags are the usual culprit: a fund's holdings aren't knowable until ~45–60 days after the report date.

Referenced by (1)

  • The Industry Beneath the Index

    Vasicek peer-β cross-sections expose what sector ETFs paper over

Related concepts

Point-in-time (PIT)Filing lagSurvivorship bias
← Point-in-time (PIT)Point-in-time data discipline · 2 / 4Filing lag →
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