Independent QIS Analytics and Validation Services For the Buy and Sell Side
Whether you are trading, building, or researching QIS, Volos can verify that QIS strategies are doing what their methodology documents and marketing materials say they do, so you can proceed with clarity and confidence.
Volos provides index validation, risk analysis, and transaction cost analysis for quantitative investment strategies (QIS).
Verify that strategies act in complete accordance with their documentation.
QIS VALIDATION AND ANALYSIS SERVICES
Bottoms-Up Calculation and Verification of Index Rules From Multiple Counterparties
Volos works with QIS Index providers to help investors better understand what’s in their strategies and to verify they perform as represented in backtests and documentation.
Unparalleled Transparency Into the Drivers of Strategy PnL and Risk Exposures
What rules, factors, and risk exposures were key drivers of over/under performance?
Volos provides a wide array of analytical output for any QIS including historical greek attribution and capacity limitations.
Transaction Cost Models vs. Real-World Pricing
Get a clear understanding of the transaction costs in quantitative strategies and compare with listed historical spreads.
Take a deeper dive into more complex transaction cost analysis using Volos’ intraday capabilities—studying advanced strategy features such as TWAP/VWAP windows.
Volos Validates All Strategy Types
Volos analyzes and validates the following types of strategies:
Dispersion | Variance | Carry | Skew | Tail-Hedging | Momentum | Other Risk-Premia Strategies
Speed, Independence, and Market Leading Technology: A few of the reasons why clients value working with Volos.
Our clients receive the benefits of independent strategy verification and transaction cost validation from an experienced, objective third party.
SPEED
Volos delivers quantitative analysis of QIS faster and more reliably than larger institutions due to our agile approach.
INDEPENDENCE
Volos is not associated with any buy or sell-side institutions and therefore serves as an independent and objective third party needed for internal and external validation purposes.
TECHNOLOGY
Volos uses its proprietary Strategy Engine technology to deliver cutting-edge QIS analysis unrivaled by any other provider on the market.
