Sentinel Research
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noise-harness / run-noise-harness (push) Failing after 1m54s
17 lines
986 B
TeX
17 lines
986 B
TeX
\section{Related Work}
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\label{sec:related-work}
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% TODO content notes:
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% - Lookahead bias / data leakage in backtesting: cite the standard
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% references (e.g. Bailey & Lopez de Prado on backtest overfitting,
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% "pseudo-mathematics" critiques, Probability of Backtest Overfitting).
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% - Vectorized vs event-driven backtesting engines: tradeoffs in speed vs
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% correctness; vectorized engines are more prone to index-alignment bugs
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% because there is no explicit "current bar" boundary enforced by the loop.
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% - Synthetic-data / null-model testing in finance: permutation tests,
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% Monte Carlo null models, white-noise sanity checks as a general technique
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% to detect overfit or leaky strategies before risking capital.
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% - Position this paper: distinct from prior work in that it (a) documents a
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% live, reproducible incident with full forensic trail, and (b) packages
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% the diagnostic as a minimal, CI-runnable harness (Section 5) rather than
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% a one-off statistical test.
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