Synthetic Data Generation (Part-1) - Block Bootstrapping

Synthetic Data Generation (Part-1) - Block Bootstrapping

Introduction

Data is at the core of quantitative research. The problem is history only has one path. Thus we are limited in our studies by the single historical path that a particular asset has taken. In order to gather more data, more asset data is collected and at higher and higher resolutions, however the main problem still exists; one historical path for each asset.

Read More