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Fake data can help backtesters, up to a point

Retrieved on: 2021-05-21 03:22:30

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Fake data can help backtesters, up to a point. View article details on HISWAI: https://www.risk.net/our-take/7835746/fake-data-can-help-backtesters-up-to-a-point

Excerpt

Quants have done that for a long time already – using bootstrapping or Monte Carlo simulations to create alternative time series data for the backtests ...

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