Hurst cycle trader pdf ozaren949789074
Originally taken from this thread the Hurst Exponent tells you whether a series is Geometric random walkH 0 5) Mean reverting seriesH 0 5) Trending SeriesH 0.
Hurst cycle trader pdf.
Jul 13, thanks for this excellent analysis The peak at 976 years coincides with P A Semi s calculation for the cycle of the internal distribution of., 2011 Ray
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