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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.

原文节选

Imagine we want to test whether a trading AI could have made the right decision on March 15, 2023. Continue reading on Tantoryn AI »