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The Basic of Mean Reversion (Part 2)

Updated: Dec 7, 2021


In this part, we will be discussing about an alternative way to investigate the presence of mean reversion. And that alternative ways is the Hurst Exponent (also known as Hurst coefficient). We will talk about the definition of the Hurst exponent, what is so important about the Hurst exponent, and how to apply to asset price.


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