Libraries for synthetic data?

• machine-learning-for-trading

  224 11,797 1.1 Jupyter Notebook

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

Wondering if anyone has a favorite python library for generating synthetic price data? Ideally I'm looking for something that allows me to generate specific conditions like "bearish" "bullish" "choppy" "volatile" and so on, maybe even throw in some spikes to represent FED events, so my algo can experience a larger amount of out-of-dataset conditions. From what I've found so far, it seems like TimeGAN might be a good option.

• ydata-synthetic

  60 1,286 7.6 Jupyter Notebook

  Synthetic data generators for tabular and time-series data

  

There are some open-source options, the one that I'm most familiar with is https://github.com/ydataai/ydata-synthetic/ which comes with an UI and has TimeGAN as one option available.

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• QuantGANforRisk

  1 5 10.0 Jupyter Notebook

you can try QuantGAN: https://github.com/PakAndrey/QuantGANforRisk also try DoppelGANger https://github.com/gretelai/gretel-synthetics/tree/master/src/gretel_synthetics/timeseries_dgan

• gretel-synthetics

  4 533 7.3 Python

  Synthetic data generators for structured and unstructured text, featuring differentially private learning.

  

you can try QuantGAN: https://github.com/PakAndrey/QuantGANforRisk also try DoppelGANger https://github.com/gretelai/gretel-synthetics/tree/master/src/gretel_synthetics/timeseries_dgan

Suggest a related project