PythonQuant
Synthetic Data Generation (Part-1) - Block Bootstrapping
Outline * Introduction * An Alternative Solution? * Notebook Description and Links * Conclusions * Future Work * Resources and Links 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
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