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You don't have to derive the formulae, you only have to apply it ...
A look into Hurst's work will put you on the right track and
Numerical Recipes can get you MOST of the rest of the way there if
you are interested.
--- In amibroker@xxxxxxxxxxxxxxx, Joe Maywood <jmaywood@xxxx> wrote:
> Fred,
>
> Tuesday, February 17, 2004, 2:50:05 PM, you wrote:
>
> F> Or at least in some way. Whether or not the variety of
> F> implementations are the way that Hurst would have done I guess
we'll
> F> never know.
>
> F> If you are very interested in the subject you might want to
check
> F> into this from Trader's Press ...
>
> F> http://www.traderspress.org/detail.asp?product_id=1400
>
> I know at least for me, whether its for DMA/Hurst, or whatever, it
> would be nice to have an extrapolation (polynomial?) method,
sensitive
> to cycles, to project future data for multiple potential AB
> applications. Unfortunately, it's a little beyond my math prowess
(or
> patience? :).
>
> --
> Best regards,
> Joe
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