Support Board
Date/Time: Tue, 13 May 2025 17:47:25 +0000
Post From: Question on Hurst exponent
| [2017-09-13 19:18:13] |
| bala - Posts: 74 |
|
The HURST exponent subgraph returns for an asset values between 0.5 and 1.3. The HURST values are supposed to be bounded by values (0.0<H<0.5, 0.5, 0.5>H>1). I understand that Sierra has implemented a specific version, question is how do I interpret a data - H between 0.5 and 1.3 for entire 2 years? Thanks for help. |