arxiv
PublishedMay 26, 2026 at 4:00 AM
Summoning the Oracle to Slay It: Mitigating Look-Ahead Bias in Financial Backtesting with Large Language Models
Publisher summary· verbatim
arXiv:2605.24564v1 Announce Type: new Abstract: Backtesting large language models (LLMs) on historical financial data is unreliable because pre-training cuts off after the events happened. An LLM trained in 2024 already "knows" which way 2018-2020 stocks moved. We name this failure parametric look-a
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Originally published on arxiv ↗