The Hurst’s exponent in technical analysis signals

Giulia Rotundo
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Giulia Rotundo: University of Tuscia

A chapter in Practical Fruits of Econophysics, 2006, pp 121-125 from Springer

Abstract: Summary The fractal nature of financial data has been investigated through literature. The aim of this paper is to use the information given by the detection of the fractal measure of data in order to provide support for trading decisions when dealing with technical analysis signals that can be used to trigger buy/sell orders. Trendlines are considered as a case study.

Keywords: Fractals; Technical analysis; Financial markets (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-28915-9_21

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DOI: 10.1007/4-431-28915-1_21

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