Glossary
A shared vocabulary for research methods, backtesting, risk review, portfolio analysis, and quantitative decision-making workflows.
Methods
Research design, hypotheses, evidence standards, and review discipline.
3 terms
Backtesting
Historical evaluation terms and common sources of overstatement.
4 terms
Risk
Drawdown, exposure, loss control, and stress-review vocabulary.
3 terms
Portfolio
Allocation, concentration, diversification, and performance measurement terms.
3 terms
Results
A reference series or policy portfolio used to evaluate performance, risk, exposure, or opportunity cost.
Related: alpha, beta, tracking error
The main measurement used to judge whether a result supports the research question.
Related: scorecard, benchmark, decision rule
A research error caused by testing only observations that survived to the current sample.
Related: universe selection, sample period, benchmark
This content is for educational and technical research purposes only. It is not financial advice, investment advice, trading advice, tax advice, or legal advice. Backtests and examples may contain errors or omissions. Past performance does not guarantee future results. Always test code in a safe environment before using it with real accounts or live trading systems.
InQuantWeTrust publishes educational content for quantitative research and analytical methods. It does not provide personalized advice, trade recommendations, managed services, or guaranteed outcomes.
