Inspired form the book about Jim Simons “The man who solved the market” and how they simulated or created data to perform quantitative analysis we discuss in this video how to create millions of data points for research. This data ranges from Heston model, to Geometric Brownian motion and Monte Carlo models. By doing 1000 simulations on each of these models , we were able create more than 2 million data points starting from just 750 data points during the Global financial crisis years of 2008-2011. Limited amount of data is one of the biggest drawbacks in quantitative trading.These data simulations can help us backtest even more and make sure our strategy works in all these simulations and thus giving us more confidence in deployment of strategy.

The code can be downloaded from the link below.
https://www.quantprogram.com/Simulati...

If you don’t know anything about Python please watch the video “Algorithmic Trading in Python Full tutorial”
   • Algorithmic Trading Python 2023 - FUL...  

For discussion of Jim Simons Markov process:    • Jim Simons Trading Secrets 1.1 MARKOV...  

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