MaxWellApexLab

MaxWellApexLab/pit-audit-registry

Are public quant datasets point-in-time safe? Reproducible look-ahead-bias screens: OSAP (Chen-Zimmermann), JKP Global Factor Data, raw SEC EDGAR as-filed panels, feature-store as-of joins.

1 good first / help-wanted issue · Jupyter Notebook · last activity Aug 17, 2026

0 stars 0 forks 0 watchers Jupyter Notebook Creative Commons Attribution 4.0 International
asset-pricing audit cross-sectional data-leakage data-snooping factor-investing look-ahead-bias lookahead-bias open-data point-in-time point-in-time-data reproducibility selection-bias
View on GitHub Website
1 Open Issue Need Help Last updated: Aug 17, 2026

Open Issues Need Help

View All on GitHub
Candidate datasets for future screens — suggestions welcome 2 months ago
help wanted
MaxWellApexLab/pit-audit-registry
0

Are public quant datasets point-in-time safe? Reproducible look-ahead-bias screens: OSAP (Chen-Zimmermann), JKP Global Factor Data, raw SEC EDGAR as-filed panels, feature-store as-of joins.

Jupyter Notebook
#asset-pricing#audit#cross-sectional#data-leakage#data-snooping#factor-investing#look-ahead-bias#lookahead-bias#open-data#point-in-time#point-in-time-data#reproducibility#selection-bias