Data Panel

WORKSPACE

Generate synthetic market data or upload a CSV. Everything here is available to every module.

Realistic market simulator

REGIMES · FAT TAILS · GARCH · JUMPS

Tickers

Trading daysSeedAnnual driftAnnual volatilityTail heaviness (dof 5)Lower = more extreme days.Vol clustering 0.970How long calm and stormy spells last.Leverage effect 0.60Down days raise volatility.Jumps per yearBull / neutral / crisis regimes

Produces three linked datasets: prices, returns, and a regime label series (state, market volatility, target correlation) that the Quantum ML module can learn from.

Simple textbook generators

Correlated multi-asset GBM

Tickers

Trading daysSeed

Annual drift per assetAnnual volatility per assetPairwise correlation: 0.25Applied through a Cholesky factor.

Mean-reverting (OU) process

Series names

Trading daysSeed

Reversion speed κHalf-life ≈ 29.1 daysVolatility σ

Long-run mean θ

Upload a CSV

Drop a file here, or

First row = column names. One optional date column, then one column per asset of prices or returns. Values under 1.5 are treated as returns; anything larger as prices.

Datasets in this workspace

Nothing loaded yet. Generate a dataset above to get started.