Recent content by AlgoSjoerd

Yes you are correct, excessive backtesting on real data will overfit the results. Another benefit where I use synthetic data for is on the front end of creating strategies. Imagine having 10x the amount of training data, including a wide range of different market scenarios. The result will be...

Synthetic data is basically fake data, but has the same characteristics as real data. So training your models on synthetic data would give similar results to training them on real data. If you ever experienced data shortage, using synthetic data can be a solution. A synthetic data stream looks...

I recently completed a research project focused on creating synthetic data using Generative Adversarial Networks (GANs). This innovative approach has shown significant promise in enhancing trading strategy development by addressing overfitting challenges and expanding datasets. Why Synthetic...