Market-modeling

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.

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.