Independent Validation

For both regulatory reasons and verification it is often desirable to have your models checked by an independent expert. VAR Strategies has a lot of experience across a wide-range of quantitative modelling domains and is ideally situated to perform an independent analysis for you.

  • Independent implementation: We implement your model independently to verify the underlying results.
  • Push the boundaries: We will search relentlessly for places where the model fails such that you are aware of the market situations in which the model's performance might suffer.
  • Contest: We compare your model to other models in the literature and see how it holds up in the different market situations.
  • Documentation: Both implementation and stress scenarios will be clearly documented. The model's strengths and weaknesses explained in plain language understandable to the non-expert.