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Monthly Archive: December 2023

Hurst Exponent

December 1, 2023

by Mike Rawson · Published December 1, 2023

The Hurst Exponent

Today’s post looks at the Hurst Exponent, which is a measure of how strongly a data series is trending.

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Mike Rawson says:

That question might be better aimed at Tom himself.
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Not sure I understand your comment.
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I think Big ERN's work on SWRs is the most important.
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It's better than nothing I guess. Helios Underwriting looks interesting.
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