单选题 Which of the following is the best method to avoid data mining bias when testing a profitable trading strategy?
  • A. Increase the sample size to at least 30 observations per year.
  • B. Test the strategy on a different data set than the one used to develop the rules.
  • C. Use a sample free of survivorship bias.
【正确答案】 B
【答案解析】The best way to avoid data mining is to test a potentially profitable trading rule on a data set different than the one you used to develop the rule (out - of - sample data). A larger sample size won't prevent data mining, and you can still data mine a database free of survivorship bias. Wider confidence intervals result from lower confidence levels, all else equal, and won't prevent data mining.