QUESTION
Where does lookahead bias actually enter quantitative pipelines — and can it be prevented structurally?
- 01
HYPOTHESIS
Lookahead bias enters through data-layer engineering decisions, not strategy logic, and can be eliminated by point-in-time access semantics.
- 02
METHOD
Audit of ingestion, normalization, resampling and join paths; adversarial tests that attempt to extract future information through every access pattern.
- 03
EVIDENCE
Adversarial test suite in quant-market-data-replay — deliberate future-information extraction attempts fail against point-in-time reads.
- 04
RESULT
Point-in-time safe reads enforced in the data layer prevent lookahead by construction. Consumers cannot opt out.
- 05
LIMITATION
Consumer code can still misuse resampled windows above the data layer; the guarantee covers access, not strategy logic.
- 06
CONCLUSION
Information-flow correctness belongs in infrastructure. Researcher discipline is a fragile control; structural guarantees are not.
EVIDENCE SOURCE
QUANT MARKET DATA REPLAY
Every backtest is a claim about the past — and most are wrong in a specific, preventable way: they let strategies see the future.
METHOD — TEST SUITE · DETERMINISM