Hurst Exponent

In this video I calculate the Hurst exponent for several stocks and plot them on the basis of being oriented towards mean reversion when H is less than 0.5, being efficient when H equals 0.5, and following a trend if H is greater than 0.5. I color code the classifications on a risk/reward chart.
The code for this video is located at:
github.com/MoQ...