Pick Right Trading Strategy with the Hurst Exponent
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The Hurst exponent is a
The Hurst exponent is a measure of long-term memory or self-similarity in a time series or signal.
The Hurst exponent is used to quantify the statistical properties of a time series. It provides information about the persistence or trendiness of the data.
I explained why we need the Hurst exponent and demonstrated how to calculate it in Python.
You are welcome to provide your comments and subscribe to my YouTube channel.
The Python code is uploaded into https://github.com/AIMLModeling/Hurst...
The Hurst exponent is used to quantify the statistical properties of a time series. It provides information about the persistence or trendiness of the data.
I explained why we need the Hurst exponent and demonstrated how to calculate it in Python.
You are welcome to provide your comments and subscribe to my YouTube channel.
The Python code is uploaded into https://github.com/AIMLModeling/Hurst...
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