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Sampling Rule for Average Strategy Lifetime

题目

A quant team wants to estimate the average lifetime of strategies from launch to shutdown. Which sampling rule is least survivorship-biased?

A. Sample only strategies that are live today. B. Sample strategies that were alive at any point after 2024. C. Sample all launched strategies and record each realized shutdown date, including strategies that already died. D. Sample only strategies with at least 36 months of history.

Give the best choice.

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