Portfolio Analytics
Out-of-Sample Test
Definition
What is Out-of-Sample Test?
A strategy test using data not employed to design or fit the strategy.
Example in practice
How This Looks in Practice
The model is built on 2015–2022 data and tested on 2023–2025 data.
Keep learning
Related Terms
Portfolio Analytics
Correlation
A statistic ranging from minus one to plus one that describes how two return series move together.
Portfolio AnalyticsPositive Correlation
A relationship in which two assets tend to move in the same direction.
Portfolio AnalyticsNegative Correlation
A relationship in which two assets tend to move in opposite directions.
Risk ManagementStress Test
An analysis of portfolio performance under severe but plausible scenarios.