en     ru     jp
 
 
private banking
private banking
private banking
private banking
private banking
private banking
private banking
     
 
Home
      
Knowledge Base
      
Financial Glossary
      
Look-Ahead Bias
       
 
Back

Look-Ahead Bias

 Search definitions     
  Search  

Look-Ahead Bias
Bias created by the use of information or data in a study or simulation that would not have been known or available during the period being analyzed.
    
This Will usually lead to inaccurate results in the study or simulation.
    
If an investor is Back Testing the performance of a trading strategy, it is vital that he or she only uses information that would have been available at the time of the trade. For example, if a trade is simulated based on information that was not available at the time of the trade - such as a quarterly Earnings number that was released three months later - it Will diminish the accuracy of the trade's true performance.
Posted by  Privatebanking.com
 
  Back  
  Print  
  Email  

 

private banking
private banking
private banking
private banking
private banking
private banking
Get Adobe Flash Player to view the media
FlashPlayer required to view the media

 
Home News Library Newsletters Event Calendar Advertise About Contact FAQ
Privacy Policy     Terms of Service
 

©