Chapter 10 · Reading note
Backtesting and Leakage
Chapter 10 is the market-time layer: point-in-time data, look-ahead control, deterministic replay, and cost models. The chapter question is how an agent loop stays inside the clock.
Full entry list: Backtesting and Leakage. The chapter page ends with a pitfall note.
What the chapter covers
- Harnesses and engines
Project pages
Who it is for
For someone checking whether a backtest can see the future, before reading a PnL screenshot.