Archive for the ‘Uncategorized’ Category

Hurst exponent deviations and autocorrelations in currency pairs

Last week we explored the standard deviations and autocorrelations of the fractal dimension for 16 different currency pairs, this lead to some interesting conclusions regarding market efficiency and which symbols might lead to a larger number of systems when performing mining exercises. Today I want to show you the results of performing this same exercise […]

Print Friendly, PDF & Email
Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons