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Published 3 weeks ago • verified publisher icon QuantConnect

Library request: hurst

Open AlexCatarino opened this issue 3 years ago • 0 comments

Expected Behavior

hurst is a small Python module for analysing random walks and evaluating the Hurst exponent (H).

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues

AlexCatarino avatar Feb 22 '22 14:02 AlexCatarino