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	Hurst Exponent




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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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