In fake data, quants see a fix for backtesting

Rob Mannix
@RobMannix
19 May 2021

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

It wasn’t a surprise that videos of Tom Cruise playing golf and doing magic tricks should rack up millions of views on TikTok earlier this year. The real surprise was that the clips didn’t feature Tom Cruise at all. They were fakes.

The technology behind these ultra-realistic ‘deep fake’ videos, now common on social media platforms, has already found a home in finance where quants are using it to create parallel universes of data to test investment strategies.

Experts say this synthetic data

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]