【求助】请问，什么是前视偏误（look-ahead bias）？如何剔除前视偏误？

【求助】请问，在对个股及市场交易数据进行处理中，什么是前视偏误（look-ahead bias）？如何剔除前视偏误？

A test design is subject to look-ahead bias if it uses inform ation that was not available on the test date. For exam pie, tests of trading rules that use stock market returns and accounting
balance sheet data must account for look-ahead bias. In such tests, a company's book value
per share is commonly used to construct the P/B variable. Although the market price of a stock is available for all market participants at the same point in time, fiscal year-end book equity per share might not become publicly available until sometime in the following quarter.

使用交易完成之后的信息，导致先窥偏差（Look-Ahead Bias）。比如“在日最低价的1%之内买入股票”的规则就具有先窥偏差，因为在收盘之前是不可能知道日最低价的。又如，用全部数据回归得来的系数，来产生一个基于前后两段价格系列的线性回归模型的交易信号，同样犯了先窥偏差的错误。