Hurst

["Walter Lake" <wlake@xxxxxxxxx>]

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