Economic Scenario Generators

[Rapunzel]

Hi Folks,

For those that work with systematic and automated strategies. Do you know of any Economic Scenario Generators that one could use to 'shock' test your strategies on historic data.

The main aim would be to identify market situations in which your automated systems are likely to fail i.e. when to switch them off.

 

[2rosy]

https://chat.openai.com/chat

 

[Rapunzel]

?

 

[Nobert]

https://chat.openai.com/chat

?

Lol.

The idea was, that you should ask the A.I & maybe even, you would receive a ,,better" answer.

I would rather take it from humans and A.I

 

[schizo]

Well, any major economic release, like NFP or CPI, will be a shock factor for the market these days. It can move the Dow up and down by 1000 points. Barring that, it would be a black swan event like Flash Crash.

If you're looking for a simulation, I suggest you look into Monte Carlo simulators. Here's one you might be interested in:

Economic Scenario Generator REST Service
https://github.com/hochanFS/AAA-ESG

 

[Rapunzel]

Lol.

The idea was, that you should ask the A.I & maybe even, you would receive a ,,better" answer.

I would rather take it from humans and A.I

I'm too old. Actually not a bad shout i'm using it now