Forum: Sierra Chart
February 20th, 2017, 11:18 AM
|
Replies: 0
Views: 1,154
Hurst Exponent
here is a code snippet that implements the Hurst Exponent in Mathematica with 2 different implementations
rets = Differences[Log[FinancialData["^GSPC",All,"Value"]]];
RescaledRange[List_,n_] :=...
|