https://studylib.net/doc/25989040/hurst-exponent-for-algorithmic-trading---robot-wealth
Hurst Exponent for Algorithmic Trading
Learn about the Hurst Exponent, its calculation, and its use in algorithmic trading. Python code included. Explore mean reversion in time series data.
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https://easychair.org/publications/preprint/5xvW
On the Hurst Exponent, Markov Processes, and Fractional Brownian Motion
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https://www.mql5.com/en/forum/441855
Indicators: Hurst Exponent - optimized version - Articles, Library comments - MQL5 programming forum
Articles, Library comments: Indicators: Hurst Exponent - optimized version
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