data-snooping

Here are 4 public repositories matching this topic...

TrenMA / fwer-plus-in-assessing-hedge-fund-performance

Code and example data for implementing the fwer plus procedure in picking outperforming hedge funds

multiple-testing asset-pricing financial-econometrics hedge-funds empirical-finance fund-performance fwer-plus family-wise-error-rate informative-covariates data-snooping

Updated Jun 9, 2026
R

4SIGHTalgo / 4SIGHTalgo

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Profile README

bootstrap quantitative-finance backtesting financial-machine-learning quant-research cpcv triple-barrier data-snooping

Updated Jul 9, 2026

MaxWellApexLab / pit-release-gate

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Screen quant/ML feature pipelines for look-ahead bias from late-arriving data: measure each signal's leakage susceptibility and gate release until the cross-section is safe. Python, MIT.

machine-learning reproducible-research quantitative-finance point-in-time data-leakage feature-store selection-bias financial-machine-learning look-ahead-bias point-in-time-data lookahead-bias data-snooping

Updated Aug 17, 2026
Python

MaxWellApexLab / pit-audit-registry

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Are public quant datasets point-in-time safe? Reproducible look-ahead-bias screens: OSAP (Chen-Zimmermann), JKP Global Factor Data, raw SEC EDGAR as-filed panels, feature-store as-of joins.

audit open-data reproducibility cross-sectional asset-pricing point-in-time data-leakage factor-investing selection-bias look-ahead-bias point-in-time-data lookahead-bias data-snooping

Updated Aug 17, 2026
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