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Walter:
Thanks for our posting and the address for the Tisean program.
Your trader must have a Ph.D. in math or statistics. Lyapunov methods are
neither for the lighthearted nor the non-mathematician.
While Fortran is a very good computer language, I didn't realize that
Fortran compilers were still available. Are they available for the PC?.
Tisean has been compiled under Linux, it has not been compiled under
windows. While the program is written mostly in C++ and partly in Fortran;
even if I had both compilers, it probably would not completely compile under
windows, that is it wouldn't run. In order to run this program, I think that
it would be very desirable to have the same version of Linux that was used
to compile the program, and the same or newer editions of the same C++ and
Fortran compilers.
One of the big advantages of the Windows system is that programs compiled
under Windows will run on almost all PCs running Windows. (Occasionally a
Windows program will not run a few machines). At centers like a university
or other computation centers, changes creep into the operating system that
can make it difficult to port programs to other sites.
Having said all this; is there a version, compiled or not, that will run
under windows?
Lionel Issen
lissen@xxxxxxxxx
----- Original Message -----
From: Walter Lake <wlake@xxxxxxxxx>
To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
Sent: Friday, June 23, 2000 5:53 AM
Subject: Hurst
> 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
>
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