rodrigo-brito / hurst

Hurst exponent estimation in Go

hurst

Hurst exponent estimation in Go

Installation

go get -u github.com/rodrigo-brito/hurst

Usage

package main

import (
    "fmt"
    "github.com/rodrigo-brito/hurst"
)

func main() {
    data := []float64{
		// your data here....
    }
    fmt.Println(hurst.Estimate(data, 2, 100)) // where 2 is the min lag, and 100 max lag
}

References

• Find Your Best Market to Trade With the Hurst Exponent