Product / Product Information / Special Techniques
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With the Hurst Exponent You Can Employ Chaos Theory
in Your Trading
The Hurst exponent measures the fractal dimension of
a data series. The component serves as a measure of
bias in fractional Brownian motion. H=0.50 for Brownian motion.
0.50 Fractal dimension of a time series, D, is equivalent to
2-H.
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