Forum: NinjaTrader
February 20th, 2017, 11:13 AM
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Replies: 20
Views: 19,143
Hurst Exponent math
here is a code snippet that implements the Hurst Exponent in Mathematica with 2 different implementations
rets = Differences[Log[FinancialData["^GSPC",All,"Value"]]];
RescaledRange[List_,n_] :=...
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