Find Your Best Market to Trade With the Hurst Exponent

Detect whether a market is trending, mean reverting, or just random with this indicator

After five consecutive years of drought, Northern Californians welcomed the heavy rainfall in the winter of 2016–2017. By February, however, the rain had led many to worry about the integrity of the Lake Oroville Dam. Officials evacuated over 200,000 residents who lived downstream of the dam along the Feather River and engineers opened the emergency spillway. Soon, however, a small crack in the…

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Raposa.Trade

Raposa.Trade

The latest from Raposa.Trade. Quantitative investing for all.