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Exploring the Hurst Exponent's role in understanding asset price tendencies, this post delves into the significance of second derivatives in indicating price momentum acceleration and the potential of fractal patterns in representing historical data trends, especially when combined with measures of price, volume, and volatility dynamics.

A continuation of the fractal exploration, this post emphasizes the practical application of theories using Python tools. The author discusses the importance of data quality, introduces a class for Hurst calculations, and shares insights from preliminary model outputs.

An exploration into the world of fractals and their presence in financial markets. The post delves into the significance of the Hurst exponent in understanding market behaviors and introduces a Python-based approach to data cleaning and Hurst calculation.

An introductory post detailing the authors journey into understanding financial markets and the intersection of software engineering with trading. The blog aims to be a repository of thoughts and discoveries, emphasizing intellectual exploration over quick wins.

A personal narrative tracing the author's initial attraction to financial markets, academic pursuits in economics, early career experiences, and the eventual dive into algorithmic trading. The post highlights the significance of Python in analyzing markets and introduces key concepts like fractals and the Hurst exponent.