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Re: Hurst



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Trading Reference Links


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