Hurst multi-assets calculations

Installations & Python Packages
1

Course Name: Momentum Trading Strategies, Section No: 12, Unit No: 11, Unit type: Notebook

In the function 'get_hurst' we call 'compute_Hc' with the standard keyword argument 'simplified=True' (see line 164 here: this https://github.com/Mottl/hurst/blob/master/hurst/__init__.py).

Why do we not call 'compute_Hc' with simplified = False as this is the calculation-logic we defined in Section 12, unit 7?

Thanks for your answer

2

Hi Roland,



Thanks for pointing this out, we are looking into this and will soon revert with an update.



Thanks,

Rushda

3

Hi Roland,



We've made the necessary changes to the notebook and we are now calling 'compute_Hc' with simplified = False to keep it in line with the calculation-logic defined in Section 12, unit 7.



Thanks,

Rushda

4

Thanks for your answer and follow-up Rushda