This repository contain the notebooks that generate synthetic prices using MCMC along with its applications
Notebook mcmc_synthetic_prices.ipynb generates the synthetic prices for SPY as well as for different regimes of SPY
Notebook param_selection_using_MCMC_prices.ipynb compares parameter selection mechanism for a toy strategy using synthetic and actual prices
Notebook tactical_trading_using_MCMC_price_scenarios.ipynb compares performance of a toy strategy when it tactically switches parameters based on different market regimes using synthetic and actual prices
