Pick Right Trading Strategy with the Hurst Exponent
The Hurst exponent is a measure of long-term memory or self-similarity in a time series or signal.
The Hurst exponent is used to quantify the statistical properties of a time series. It provides information about the persistence or trendiness of the data.
I explained why we need the Hurst exponent and demonstrated how to calculate it in Python.
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The Python code is uploaded into https://github.com/AIMLModeling/Hurst...