Results for "hurst exponent"
Files
This indicator is based on a talk given by Kris Kaufman of Parallax Financial Research. The talk was "Jan 2013 MTA Presentation on ExtremeHurst" that can be found at http://www.pfr.com/pfr/articles.htm4278 days ago
Spinal implant with iVAR kernel
...mplant with kernel adaptation of iVAR combination. The idea is that we can use a combination of iVARs with different period of estimating the Hurst exponent. The idea is not very...4569 days ago
Spinal Implant EA: test results
...-Fractal dimension filtering. We are looking for a chaos treshhold and only to enter into a trade if the fractal dimesnions is low enogh (or Hurst exponent large enough). - ...4696 days ago
Hurst Exponent and Financial market predictability
Here on this paper it is concluded that the periods with large Hurst exponent can be predicted more accurately than those with H values close to random series. This suggests that stock ma...4837 days ago
- ...мври 2011 This is a Hurst difference mod by Jaguar of the famous indicator Hurst difference by Jean - Philippe...lippe had the idea to plot not the Hurst exponent as a value but its variati...erge. However here we consider the Hurst exponent. Please refer to the origina...
4838 days ago