Factor-based Quantile Forecasting with Textual Data (replication data)

This script automatically generates synthetic financial news related to the USD/CAD exchange rate using the ChatGPT API. For each iteration, the script randomly selects historical dates and requests AI-generated news articles conditioned on those dates. The generated content is then stored in three formats: JSON, CSV, and PDF, enabling easy replication, inspection, and downstream analysis. The script requires Python, access to the ChatGPT API, and standard Python libraries. A valid API key must be provided by the user to execute the code.