We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.
time-series hurst mmar beniot-mandelbrot edgar-e-peters harold-edwin-hurst fractal-market-analysis bmmt rescaled-range
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Updated
Aug 15, 2022 - Python