How do I artificially generate intraday ticks data from a given input (Open,High,Low,Close,Volume) using Brownian Bridge method?
https://en.wikipedia.org/wiki/Brownian_bridge
P.S: Brownian Bridge can generate ticks only with 2 nodes. (with some modification to existing brownian bridge, I think it can be extended to 4 nodes and follow the number of Volume ticks).
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