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CN2.DEVBUKYA NARESH
DATA INTEGRITYVERIFIEDENTRY 01 / 08

QUESTION

Where does lookahead bias actually enter quantitative pipelines — and can it be prevented structurally?

  1. 01

    HYPOTHESIS

    Lookahead bias enters through data-layer engineering decisions, not strategy logic, and can be eliminated by point-in-time access semantics.

  2. 02

    METHOD

    Audit of ingestion, normalization, resampling and join paths; adversarial tests that attempt to extract future information through every access pattern.

  3. 03

    EVIDENCE

    Adversarial test suite in quant-market-data-replay — deliberate future-information extraction attempts fail against point-in-time reads.

  4. 04

    RESULT

    Point-in-time safe reads enforced in the data layer prevent lookahead by construction. Consumers cannot opt out.

  5. 05

    LIMITATION

    Consumer code can still misuse resampled windows above the data layer; the guarantee covers access, not strategy logic.

  6. 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