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ML lookahead bias profitable in real?
Well, basically i developed a ML using this bias, i didn't knowed about that until i reviewed again a month later. In short, i passed the strategy to a paper account in alpaca using a VPS at the begining of the year. 3 months later here are the results.
The strategy basically make the decition to enter or not at the market in 3x ETFs. What you think about that? I know that the best is that i make the backtest with the final model to all the data, but i want to know if you are converted a LookAhead bias ML in profitable even when it may be considered a sin in ML.
u/Anonimo1sdfg — 1 day ago