题目1894 · 统计
For a monthly equity backtest, which universe construction is least survivorship-biased?
A. Use today’s index constituents for the entire historical sample.
B. Use monthly historical constituents and keep delisted names in the panel until their actual exit dates.
C. Keep only st
打开 →题目2469 · 机器学习
A team says they can avoid leakage by using the latest vendor table everywhere because the values are more accurate. What core point about deployment reality are they missing?
打开 →题目1891 · 统计
A researcher wants the 2016-2025 average return of all funds launched in 2016. Which data pull is least exposed to survivorship bias?
A. Keep only funds that are still alive in 2025, then use their full back history.
B. Keep funds alive on each evaluation date, but retroactively
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