NO.PZ202110140100000401
问题如下：
Following Ruckey’s adjustments to the initial vendor database, backtested returns will most likely be subject to:
选项：
A.stale data B.data snooping C.p-hacking解释：
A is correct.
A reporting lag of four months is likely to introduce stale data
into the backtest because many large-capitalization companies report earnings
within 30–50 days of quarter end. Although assuming four months (120 days)
of reporting lag will eliminate a source of look-ahead bias, it introduces a new
problem (i.e., stale data).
B and C are incorrect. Data snooping and p-hacking refer to the same problem: a flawed approach to using data to make decisions. Data snooping and p-hacking are not characteristics of data, nor can they be added to a dataset by making an adjustment.
讲义里的知识点在哪里呢
