A question about Hurst Exponent

Algo Trading Business
1

Hello there:



Since many of you are familiar with the Hurst exponent in order to determine if a Stock is going up, I wonder… If anyone of you know about any software or any website that can actually give the Hurst exponent using  real time data… Thqat would be very usefull for day trading.



Thanks



 

2

Hi Ghery,



You can implement Hurst Exponent code covered in section 12 of Momentum Trading Strategies course into Blueshift platform for calculation based on real time data.



To learn more about Blueshift platform and how to implement strategies for paper and live trading, please check Blueshift Docs or section 8 of the same course.



If you do not want to begin from scratch, you may check the public libraries of TradingView platform.



Hope this helps.

3

Thank you very much