The Hurst Exponent

By Vibhu Singh, Varun Divakar and Ashish Garg This blog covers the Hurst exponent, a crucial concept in time series analysis, which helps in identifying whether a time series is mean-reverting, random, or trending. Before diving into this topic, it is essential to build a strong foundation in time series concepts. Pre requisites Start with Introduction to Time Series, which explains the fundamentals of time series, its importance in financial markets, and various forecasting techniques. By...