fsynth

What it is

A Python library that simulates multi-asset price paths and matching fundamental reports. Paths combine Heston stochastic volatility, Merton jump diffusion and a regime switch among bull, bear and crisis states that changes correlation and volatility, while a generator writes quarterly revenue, earnings and debt tied to the path and sector. Quantitative researchers, machine-learning engineers and educators who need synthetic series for backtesting or training can emit Parquet tables of an index, price rows and reports from a seed and a few variance and jump settings. The series are synthetic: they are not a market feed, and fat-tail and crisis behavior depends entirely on the parameters you choose.