Hurst

This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...


Platforms: Matlab

Computes Lo's (1991) R/S statistic, as well as the earlier version due to Hurst (1951)


Platforms: Matlab

KaotiXL is an add in use to do a rescaled range analysis with MS Excel. User will learn how easy it is to use a worksheet as a powerful forecasting tool. It also generate a report with all the calculated values shown and 2 graph are built. The R/S chart and V statistic chart. Hurst exponent is...


Platforms: Windows

Semi variance method and scaled windowed variance method for fractal time series analysis.Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical PhysicsVolume 241, Issues 3-4, 15 July 1997, Pages 606-626


Platforms: Matlab

InvestorFlash.com LLC exists to provide you and every individual investor with the BIG PICTURE by exposing them to accurate reliable pattern recognition, stock analysis, technical analysis and fundamental analysis, trading tools, trading methodologies and concise market indicators via the...


Platforms: Windows

NumXL is a Microsoft Excel add-in for econometrics and data analysis, designed to make finance modeling and time series easier to manage. You can perform all of your data work right in Excel. NumXL allows you to apply advanced econometric analysis quickly and easily via an intuitive user...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Free mt4 indicator - Divergence Constructor combines signals from 35 divergence indicators.Using divergence constructor, you can create super divergence indicator - indicator based on combination of several following divergence indicators: 1. AC (Bill Williams' Accelerator/Decelerator...


Platforms: Windows

Wintrend.com is providing high quality Real-time and Historical Charting and Technical Analysis for the financial markets. Supports all types of markets: stocks, futures, indexes, spreds, currencies and options. Wintrend has a very large set of indicators, studies and drawing tools. You can...


Platforms: Windows