The Rolling Hurst Exponent
How to create trading signals with Hurst Exponent and Fractal Dimension.
Introduction
Exploring the stock market is more than tracking ups and downs on a chart. It's about understanding the essence of market sentiment and the narratives behind gains and losses. We know that mastering market trends is crucial. So, the question is, how can we quantify these trends?
It is rooted in the belief that time series data can exhibit lo…