I would like to ask your opinion on the subject of Synthetic Data Generation.
I'm planning on kicking off my algotrading journey for a while now, but each time I get discouraged by the lack of high-quality data.
I was thinking about creating a micro-service first which could either
- create synthetic data drawn from existing data-set distributions (maybe create random time-series from long-tail/normal distribution)
- create an Agent Based Modeling (ABM) service
- maybe create a GAN ??
Does anybody has any experience in any of these? Does it worth a shot?
Thank you, each answer is highly appreciated.
Submitted October 02, 2020 at 01:09PM by _szeka