Guides / Backtesting
Look-ahead bias creeps into a backtest whenever a strategy sees information — a price, a fill, a resolution — before that information was actually available at the simulated point in time. In prediction markets this is easy to get wrong with resampled or aggregated data; it's much harder to get wrong with snapshot-level history where every orderbook and trade record carries its own timestamp.
ProbSights' historical API returns timestamped orderbook and trade snapshots for Kalshi and Polymarket, so a backtest loop can filter strictly to "everything known as of time t" rather than an aggregate window that blends past and future.
Data from Kalshi and Polymarket. Search live API docs Pricing