ukuarep

I am creating a backtest and this is my function for all the portfolio metrics: ``` pf = vbt.Portfolio.from_signals( signal_data['close'], entries, exits, init_cash=10_000_000, freq='D' ) ``` Now, instead of using...

The Normalizer class computes the mean and standard deviation over the full data set. Doesn't this introduce lookahead bias in the model essentially feeding information about future stock prices into...