Generate realistic market scenarios in seconds, empower your decision-making, and train your models with high-fidelity synthetic data
What is QSYNTH?
- An application that generates synthetic market-data time series in OHLC format (Open, High, Low, Close) with realism and integrity.
- Supports all asset classes: stocks, derivatives, ETFs, mutual funds, forex, and cryptocurrencies.
What QSYNTH can do for you
Precision & Fidelity
Reproduces market behavior realistically—no Gaussian shortcuts or artificial randomness; every simulated series follows true market logic.
Accurate Volatility Representation
Replicates each asset’s volatility structure, reliably reflecting the impact of market-stress events.
Scalability & Speed
Generates unlimited scenarios on demand, quickly and directly.
Key Use Cases
Stress testing
Evaluate strategies across diverse regimes by simulating crisis scenarios with unexpected volatility.
Model Training
Augment your datasets with high-quality synthetic series to improve machine-learning model robustness.
Demos & Presentations
Produce realistic market scenarios in real time to showcase the value of your strategies.
Why choose QSYNTH?
Tailored Quality Data
Delivers synthetic series with the volume, precision, and relevance needed to train and validate robust models in exactly the scenarios you require.
Risk Minimization
Helps you overcome key model-training challenges:
- Data bias.
- Overfitting.
- Incorrect risk representation under stress conditions.
Gain a competitive edge with high-quality, high-precision synthetic data
For more information, contact us at sales@qbitia.com
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