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Re: Hurst



PureBytes Links

Trading Reference Links

Ooops, take out that tilde... should be

http://www.johncon.com/ntropix

A couple of other related sites:
http://hpux.dsi.unimit.it/hppd/hpux/Physics/fd3-0.3
http://oara.org/mpc/fma

Jeff


In metastock, I wrote:
>
>Also take a look at the NtropiX site, www.johncon.com/~ntropix...
>Hurst coefficients play a big part in this work.
>
>I'd like to hear from others looking into fractal market analysis...
>
>Jeff
>
>In metastock, Walter wrote:
>>Thanks or your email
>>
>>One of the traders is working with Lyapunov exponents ... see this site for
>>further info:
>>
>>http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html
>>
>>Another that I've heard about, has written an approximation of the Hurst
>>coefficient for Metastock. Peters books and program are probably the easiest
>>access to H for you.
>>
>>Best regards
>>
>>Walter
>>
>





  • References:
    • Hurst
      • From: Walter Lake