This is just another repo with an implementation of the Hurst exponent. The main application is to detect the mean reversion (H<1/2), the trending (H>1/2) or the Brownian Motion (H=1/2) behaviour of a time series.
[-] Write a minimum description of the Hurst exponent and bibliography.
[-] Upload the FX experiment
[-] Upload experiment buying/selling trading strategy following the rolling HE.
