http://childpsychiatryassociates.com/treatment-team/kerrie-hill/kerrie_hill-600/ The Hurst Exponent (HE) is a very popular statistic in financial time series analysis as it allows you to get an idea of how much a trading instrument trends or mean reverts compared to a random walk. However the statistic is often evaluated and compared with the value for a pure Gaussian random walk which may […]
Mechanical Forex
Trading in the FX market using mechanical trading strategies
