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Originally taken from this thread the Hurst Exponent tells you whether a series is Geometric random walkH 0 5) Mean reverting seriesH 0 5) Trending SeriesH 0.
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This article details how to learn advanced undergraduate level mathematics solely from self study via textbooks, lecture notes and videos found on the internet. AlgoTrader is a Java based Algorithmic Trading Software that lets trading firms automate trading strategies in forex, options, futures and stocks.
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