๐ป HURST EXPONENT

Tool #111 โ€” Detect Mean Reversion, Random Walk, or Trend Persistence

H < 0.5 โ†’ Mean Reverting  |  H = 0.5 โ†’ Random Walk  |  H > 0.5 โ†’ Trending  |  R/S Analysis: E[R(n)/S(n)] = C ยท nH


Enter tickers to estimate Hurst exponent