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Results for "hurst exponent"

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  • Hurst Exponent

    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.htm

    2973 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...

    3265 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).  - ...

    3391 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...

    3533 days ago

  • Hurst Difference Total

    ...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...

    3534 days ago