Point-in-Time Support

The Exabel platform has native support for point-in-time data. For every time series in Exabel, it is possible to retrieve that time series as it was available at a particular point-in-time (based on its "known time").

This is critical to avoid look-ahead bias when evaluating a time series dataset through backtests, applying a dataset towards predicting company fundamentals, or simulating portfolio strategies. Under these scenarios, it is important to use only data that would have been available at that point-in-time, when making a prediction or portfolio allocation on a historical date.

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Current support for point-in-time

• Data Import: support for specifying the point-in-time (knownTime) for time series being imported
• Data Export: work-in-progress to query & export of time series as of a given point-in-time
• Signal Explorer: evaluation & plotting of signals as of a given point-in-time
• Prediction Models: point-in-time is supported for the Prediction Model (ML) and Classification Model types.
• Alpha Tester: point-in-time evaluation of both signals and screens at each rebalance date
• Portfolio Strategies: point-in-time evaluation of both signals and screens at each rebalance date

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How does point-in-time work under the hood?

To understand Exabel's native support for point-in-time data, refer to the time series page.