Quantitative trading glossary

Clear definitions of the quantitative trading and QTSurfer concepts used throughout the site.

This glossary defines recurring terms as QTSurfer uses them. Each entry links to deeper guides and independent references where useful.

• Backtesting
• CAGR
• Deflated Sharpe ratio (DSR)
• Drawdown
• Equity curve
• Parameter sweep
• Probability of backtest overfitting (PBO)
• Sharpe ratio
• Sortino ratio