Actually, I was in college doing a math degree and I didn't have any money for opening brokerage accounts/data feeds. I was using forex demo accounts to practice trading in my spare time and needed to be able to test indicators that I was interested in on real data. I ended up just generating 'market data' myself using really high level probability theory. That other post describes the type of functions I used. I was really interested in stuff like figuring out if ideas like bollinger bands shifted moving averages cubic spline regression functions auto-correlation machine learning type stuff residual analysis bounding functions conditional probabilities EWMA and variants had any kind of real edge in terms making money in the markets. It turns out that knowing about this stuff does give you an edge, but not in an obvious way.