L1 Synthetic Data Generator

Generate synthetic bid/ask financial data using Statistical Methods

by: Mohammad, Luis, Stephano

Number of data points to generate (100 - 100,000)

Volatility scaling factor (0.1 - 10.0, default: 1.0)

✓ Generation Complete

Data Points
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Bid Mean
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Ask Mean
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Spread Mean
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Shapiro-Wilk Normality Test (Bid-Ask Spread)

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Statistic
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P-Value
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Spread Std Dev
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Sample Size
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Bid/Ask Time Series

Bid-Ask Spread Distribution

Data Preview

First 10 Rows

Timestamp Bid Ask

Last 10 Rows

Timestamp Bid Ask

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