New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Lookahead Bias #19

Open

ukuarep opened this issue Jun 29, 2023 · 1 comment

ukuarep commented Jun 29, 2023

The Normalizer class computes the mean and standard deviation over the full data set.

Doesn't this introduce lookahead bias in the model essentially feeding information about future stock prices into you past price data?

cjpaine109 commented Aug 6, 2024

This is correct ^^. Also, in the preprocessing steps, shuffling the data -> dataloader arg leads to lookahead bias...

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment