We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.
time-series
hurst
mmar
beniot-mandelbrot
edgar-e-peters
harold-edwin-hurst
fractal-market-analysis
bmmt
rescaled-range
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Updated
Aug 15, 2022 - Python