Glossary

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This page defines terms used throughout the documentation. Code, configuration, and API names retain their English spelling.

Term	Definition
signal	A value used to rank or filter securities, or construct target positions.
target position	The securities and weights a strategy intends to hold after rebalancing.
sleeve	An independent strategy or configuration unit within a portfolio.
backtest	A replay of portfolio behavior from historical inputs under explicit execution assumptions.
execution	The rules describing how orders fill, including prices, costs, slippage, and trading constraints.
backend	A component that implements a backtesting or portfolio-computation method.
ledger	A record of account state by order, fill, position, cash, and net asset value.
artifact	A run output such as positions, returns, summaries, manifests, or evidence files.
bundle	A related set of files organized under an agreed directory structure and manifest.
sidecar	An evidence file stored alongside a primary result, for diagnostics, hashes, or promotion rationale.
owner	The project or module responsible for maintaining a domain, data asset, or interface.
pipeline	A workflow that coordinates configuration, execution, evaluation, and artifact handoff.
PIT	Point-in-time: aligning information to what was available at the time, avoiding future information.
OOS	Out-of-sample data or an out-of-sample evaluation period.
AFML	Advances in Financial Machine Learning. Here, it refers to related position-sizing, risk, and research methods.
HRP	Hierarchical Risk Parity, a portfolio-construction method.

When a term first appears, read its inputs, outputs, and boundaries in context, then use this page for a short definition. Current code, tests, and public contracts determine the final semantics.