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Why is the Hurst Exponent Interesting The Hurst exponent occurs in several areas of applied mathematics, including fractals , long memory processes., chaos theory
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Originally taken from this thread the Hurst Exponent tells you whether a series is Geometric random walkH 0 5) Mean reverting seriesH 0 5) Trending SeriesH 0. In this article we ll look into a real options trading strategy, like the strategies that we code for clients This one however is based on a system from a trading.
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