Generator

Synthetic Market Data Generator

Generate synthetic price series — GBM, GARCH(1,1), regime-switching, or copula-linked pairs. Download CSV/JSON. Scaffold backtests safely. Free.

AI Fin Hub Research Published Apr 22, 2026 Methodology Corrections

Inputs: Configuration
Runtime: Instant
Privacy: Client-side · no upload
API key: Not required
Methodology: Open →

Synthetic data cannot replicate real-market microstructure, regime transitions, or news-driven jumps. Use these paths to scaffold pipeline code and sanity-check risk estimators — never as the sole validation of a strategy.

1 · Pick a model

2 · Parameters

Start price ($)Annual drift (%)Annual vol (%)DaysTrading days / year252 for equities, 365 for crypto

Seed (optional)Integer → deterministic (mulberry32)

3 · Preview

Ann. return

+25.15%

Ann. vol

+19.89%

Max DD

-9.98%

Sharpe (ret/vol)

1.26

When this is useful

· Scaffold backtest code without touching proprietary data. Generate a CSV, wire up your pipeline, then swap in real data once the plumbing works.
· Unit-test risk estimators. GARCH with a known σ lets you verify your vol-targeting layer clips correctly.
· Sanity-check drawdown distributions. Run 1,000 seeds of GBM at your target drift/vol, see what Max DD looks like — calibrate your stops against that distribution, not a single historical path.
· Share a reproducible bug report. Seed + parameters → exact same series on any machine.

See methodology for each model's assumptions, parameter heuristics, and known limitations.

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