Re: v2v dynamic system
dynamic Hurst Exponent with NET In general, the Hurst exponent (usually denoted as H) describes the persistence or its lack in the timeseries (e.g., price) behavior. The value of this exponent can be between 0 and 1. If 0 < H < 0.5 for some timeseries, it means that these timeseries are anti-persist...
- Forum: Trading Systems
- Topic: v2v dynamic system
- Replies: 1466
- Views: 267966
- Thu Feb 23, 2023 10:58 pm
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