Why a Trading AI Bot Can Accidentally “Know the Future” — and How to Prevent It
中文摘要
交易AI或因数据泄露意外“预知未来”，导致性能评估失真。为防范此偏差，需严格数据分区，确保AI仅用历史信息进行训练与评估。
English Summary
Trading AIs can accidentally 'know the future' via data leakage, skewing performance. Preventing this look-ahead bias requires rigorous data partitioning, ensuring only past information is available for training and evaluation.
Original Excerpt
Imagine we want to test whether a trading AI could have made the right decision on March 15, 2023. Continue reading on Tantoryn AI »