Sentinel Research
af990122d1
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39 lines
1.1 KiB
TeX
39 lines
1.1 KiB
TeX
\documentclass[aps,onecolumn,nofootinbib,floatfix]{revtex4-2}
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\usepackage{graphicx}
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\usepackage{amsmath}
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\usepackage{amssymb}
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\usepackage{hyperref}
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\usepackage{booktabs}
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\begin{document}
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\title{Lookahead Bias in Vectorized Backtesting: A Noise Harness Diagnostic}
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\author{Sentinel Research}
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\affiliation{Sentinel Research}
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\email{danielcruces71@gmail.com}
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\date{\today}
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\begin{abstract}
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% TODO: 150-250 words. Must state: (1) the defect found (lookahead bias in a
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% vectorized backtester), (2) the diagnostic method (pure-noise GBM harness),
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% (3) the headline numbers (Sharpe 14.49 under the bug vs Sharpe -0.25 fixed),
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% (4) why this matters for anyone running vectorized backtests at scale.
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\end{abstract}
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\maketitle
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\input{sections/01_introduction}
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\input{sections/02_related_work}
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\input{sections/03_problem_formalization}
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\input{sections/04_the_lookahead_bug}
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\input{sections/05_noise_harness_methodology}
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\input{sections/06_experimental_setup}
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\input{sections/07_results}
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\input{sections/08_discussion_and_conclusion}
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\bibliography{references}
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\end{document}
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