Independent Model Validation — SR 11-7
I took a machine-learning trading model I built, and validated it against the bank supervisory standard for model risk (Federal Reserve / OCC SR 11-7) — two independent tools (deepchecks + giskard), a formal report, and a fully reproducible environment. The verdict was not approved for deployment, and that's the point: the real skill isn't finding an edge, it's being able to prove to a professional standard that one isn't real.
- Python
- LightGBM
- deepchecks
- giskard
- SR 11-7
- walk-forward validation