H index

Discussion in 'Trading' started by razkevich, Dec 2, 2007.

  1. razkevich


    Hello friends!

    I'm looking for indicator commonly mentioned as Hurst indicator.
    It would calculate Hurst index described by Edgar Peters ("Chaos and Order in the Capital Markets","Fractal Market Analysis").

    Maybe someone has it or knows where to get it.

    Anyway thanks!
  2. There's no value in knowing the Hurst Exponent of a market. Intuitively, you should know that choppy markets have a
    smaller exponent while trending markets have a larger exponent just by looking at a chart.
  3. razkevich


    As far as i know you can measure approximate value of H-index, and Mr.Edgar in one of his books gives step-by-step guidance.

    He even gives calculated values of H indexes for SP500 (about 0,7), german and japaneese markets; and for some currencies.

    Also I saw H-index somewhere in the internet for sale.
  4. If you feel like throwing money away, go ahead and buy somebody else's software or you can send money to my PayPal account.
  5. razkevich


    Where's logic, Mr. Nasdaq?)) If I felt like throwing money away i wouldn't have asked in the forum)

    Sure, write your account, I'm not greedy, I'll send some dollars for the needy.)

    ps. i dont have paypal maybe better webmoney? Or you can come to Moscow btw it's beautiful city i'd make an excursion for you and i know places where you can eat cheap)))
  6. razkevich


    Thanks a lot Makloda that was exactly what i ment, however there's no metastock formula there so i'll have to manage myself somehow)