Home > Articles > Volume 38 (2020) > Chapter 3 (March 2020) > Stocks & Commodities V. 38:03 (8–13, 23): Creating Synthetic Historical Data by Ken Huck

Stocks & Commodities V. 38:03 (8–13, 23): Creating Synthetic Historical Data by Ken Huck

Stocks & Commodities V. 38:03 (8–13, 23): Creating Synthetic Historical Data by Ken Huck
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Creating Synthetic Historical Data by Ken Huck

If you are trading some of the newer products such as ETFs or ETNs launched within the past several years, you may not have a lot of data with which to backtest. Here’s a way around that.

There has been an explosion of new investment products in recent years. While companies continue to create new mutual funds, the real expansion has been with new ETF and ETN products ...




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