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Date/Time: Wed, 27 Nov 2024 10:35:43 +0000
[User Discussion] - Realized Volatility - Hurst
View Count: 380
| [2023-07-30 17:59:52] |
| SKZ90 - Posts: 74 |
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“Hurst(underlying)”: The Hurst exponent measures the level of fractal complexity in a time series. High Hurst exponents indicate a decreased level of complexity and increased level of trend fragility, and high Hurst exponents indicate an increased probability of trend reversal. This came from a market makers' manual. Thought this might help a few that's confused about using Hurst. Time frame is 1 day, 2day, 5day, 10day, and 20day. |
| [2023-08-31 18:27:04] |
| User411320 - Posts: 289 |
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Thanks for this, where can I learn more about hurst exponent? and how do you use it ?
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