CODEWITHSUNDEEP
algorithmsimulationgenetic-algorithmstock
mel
mel

Reputation: 2790

Generate a realistic stock price

I'm trying to apply a genetic algorithm to find a way that find currency arbitrage http://priceonomics.com/jobs/puzzle/. So I want for that generate a fake but realistic stock exchange rate that allow currency arbitrage like their API but with more currency (7-8) (I couldn't find any real dataset with enough frenquency to get such opportunity),

Upvotes: 0

Views: 300

Answers (1)

Sorin
Sorin

Reputation: 11968

Don't generate fake data. You might accidentally insert some bias or pattern into your data and your algorithm might pick it up.

Instead try finding some actual data. Since you need it for testing you can use old data.

The website you mention offers you an api to get actual data. Download a few datasets and use those.

Upvotes: 2

Related Questions