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      <title>What does out-of-sample mean in a forecasting paper?</title>
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      <description><![CDATA[Out-of-sample scoring withholds data from every stage of fitting. Here is how the split is done, why it is still overstated, and what it can never establish.]]></description>
      <pubDate>Wed, 26 Aug 2026 08:58:08 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>What replaced the guidance that has governed bank models since 2011?</title>
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      <description><![CDATA[Federal regulators rewrote model risk management guidance in April 2026, keeping the same validation core built around conceptual soundness and outcomes analysis while making the rules explicitly non-enforceable and leaving generative AI models outside their scope.]]></description>
      <pubDate>Wed, 19 Aug 2026 08:52:05 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>The Fed&apos;s stress tests changed shape: what averaging does to comparability</title>
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      <description><![CDATA[Fed stress test 2026: $708 billion projected losses inside the two-year averaging overhaul — what the methodology change does to comparability.]]></description>
      <pubDate>Wed, 05 Aug 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>How to evaluate an alternative data vendor: a working checklist</title>
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      <description><![CDATA[How to evaluate an alternative data vendor: point-in-time integrity, provenance, panel density, decay tests — a seven-item checklist with red flags.]]></description>
      <pubDate>Tue, 14 Jul 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>What regime-detection models can and cannot do</title>
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      <description><![CDATA[What regime-detection models can and cannot do: HMM mechanics, the identification lag, specification dependence, and lessons from 2020 and 2022.]]></description>
      <pubDate>Sun, 21 Jun 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>Feature importance is not causation: the mixer problem</title>
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      <description><![CDATA[Feature importance is not causation: proxy attribution under correlated features, stability tests, and the designs that answer causal questions.]]></description>
      <pubDate>Fri, 29 May 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>What does it mean for a probability forecast to be calibrated?</title>
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      <description><![CDATA[What calibration means for probability forecasts: Brier scores, reliability diagrams, Murphy decomposition, and why calibration alone is not usefulness.]]></description>
      <pubDate>Wed, 06 May 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>What transaction costs do to a backtest&apos;s promised returns</title>
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      <description><![CDATA[What transaction costs do to backtest returns: spreads, impact, slippage, the cost model layers, and why high-turnover Sharpe leaders fall first.]]></description>
      <pubDate>Tue, 14 Apr 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>Survivorship bias in fund data: how big, and how to check</title>
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      <description><![CDATA[Survivorship bias in fund data: measured size since Elton-Gruber-Blake, backfill bias, three diagnostics to check any fund statistic's universe.]]></description>
      <pubDate>Sun, 22 Mar 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>How do you detect lookahead bias in someone else&apos;s backtest?</title>
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      <description><![CDATA[How to detect lookahead bias in a backtest: leak channels, the shift test, a seven-question audit checklist, and the tells in reported statistics.]]></description>
      <pubDate>Fri, 27 Feb 2026 12:00:00 GMT</pubDate>
      <dc:creator>Karim Al-Rashid</dc:creator>
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      <title>Why random cross-validation breaks on financial time series</title>
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      <description><![CDATA[Why random cross-validation fails on financial time series: leakage channels, purged k-fold with embargo, and the audit that catches silent shuffling.]]></description>
      <pubDate>Wed, 04 Feb 2026 12:00:00 GMT</pubDate>
      <dc:creator>Sofia Lindqvist</dc:creator>
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      <title>Walk-forward validation: what it fixes, what it doesn&apos;t</title>
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      <description><![CDATA[Walk-forward validation explained: rolling train-test chains, what they fix in single-split backtests, and the design choices that can still overfit.]]></description>
      <pubDate>Tue, 13 Jan 2026 12:00:00 GMT</pubDate>
      <dc:creator>Karim Al-Rashid</dc:creator>
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