Hurst Exponent

Litecoin / DollarBitfinex

설명

⋅ 2020년 6월 28일 오후 6시 13분

This is an aproximation on Tradingview of the Hurst Exponent.
Its quite computational expensive, so it has been simplify and sample size reduced.

If any has an idea on how to create the real Hurst Exponent here, Ill be happy to hear and help.

코멘트

andrewmarcus

⋅ 2020년 7월 18일 오후 12시 1분

Hurst exponent lies within 0-1 range, cannot be higher 1 or lower 0, can it?

syrinxflunki

⋅ 2020년 6월 28일 오후 9시 39분

Amazing work :)