Reference

Quant Trading Glossary

Short definitions for recurring terms used across iTapGo Quant research notes.

Backtest

A simulation of a strategy using historical data and fixed rules.

Maximum drawdown

The largest peak-to-trough decline in an equity curve.

Slippage

The difference between an expected execution price and the actual fill price.

Walk-forward validation

A time-ordered validation process that repeatedly trains on past data and tests on later data.

Overfitting

When a model or strategy learns historical noise instead of durable structure.

Feature engineering

The process of converting raw data into model inputs.

Sharpe ratio

A return-to-volatility metric often used to compare risk-adjusted performance.

Turnover

How much of a portfolio is traded over a period.