We conduct a thorough analysis of the trading strategies of our clients following our proprietary framework and using our proprietary database model/structure and code libraries to store the models and back-test properly all the strategies. We use the most innovative and creative ways to assess the risk of the trading strategies we are asked to investigate (including Monte Carlo simulation, analysis of the general environment and visualizing the strategy ‘in production’). Our deep and unforgiving analysis helps us to make sure that nothing is forgotten, from data quality to statistical inconsistencies to the soundness of the underlying assumptions to finally the consistency of the assessment of risk and profitability. Along with our experience in stress testing, we make sure that a framework is in place and that the strategy is robust enough to survive to those market moves ‘that were not in the historical data’.

• Our approach analyzes the validity of your trading strategy and improves it by checking what happens when you make variations to the trading model. No system works all the time. Our audit enables us to determine environments where your system does not work and helps to minimize those predictable losses. Also, we use the framework in our stress testing service to help you deal with adverse unpredictable large moves and minimize your risk of having a large loss.

• We work to discover hidden assumptions in your tests or model and challenge them. We completely audit the returns of your back tests and your test data and visualize the strategy at work to determine the impact that economic and market factors might have had on it (including transactions costs, slippage, etc.), giving you a better estimation of your true expected ROI.

• We analyse the impact of the strategy on your whole portfolio to see how it affects it (diversification/concentration, impacts on drawdown, impacts on behaviour of equity curves, etc.) to help you have a full view of your risk profile. And we help you achieve better strategy and portfolio diversification and better risk/reward ratios by avoiding costly mistakes in model parameter selection and estimation. We optimize your strategies and portfolio to create portfolio balance that leads to returns being more predictable and makes your trading system more resilient by detecting over-optimization.