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Multivariate random number generation for skewed distribution of asset class returns

This is a question I was actually asked by the head of AI/ML for a fairly
large company and I'll give the same answer here:

Perform the bootstrapping of your choice. That is, take the empirical
returns, and just sample from them. If you want to preserve
autocorrelations, take chunks of time instead of one observation. If you
want to add some random noise, feel free to create some noise distributions
as well.

Hope this helps.

On Tue, Jan 14, 2020 at 9:32 AM shawn tan via R-SIG-Finance <
r-sig-finance at r-project.org> wrote: