Support Board
Date/Time: Wed, 27 Nov 2024 10:39:51 +0000
Post From: Realized Volatility - Hurst
| [2023-07-30 17:59:52] |
| SKZ90 - Posts: 74 |
|
“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. |