Library
Chapter 5

Synthetic Financial Data

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

20 referenced in this chapter 21 further reading

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Type I and Type II Errors of the Sharpe Ratio under Multiple Testing
Marcos López de Prado (2022)
Empirical properties of asset returns: stylized facts and statistical issues
R. Cont (2001)
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev (1986)
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
Adil Rengim Cetingoz and Charles-Albert Lehalle (2025)
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
David H. Bailey and Marcos Lopez de Prado (2014)
plus 36 more references inside
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