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hurststocks.cpp File Reference

#include "hurst_stocks.h"

Go to the source code of this file.

Functions
int	main ()

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Detailed Description

Run Hurst exponent extimation calculations on n-day returns (e.g., 1-day, 2-day, ... 30-day returns). By hacking around with the code in hurst_stocks.cpp a range of n-day returns can be calculated for a single stock or the returns can be calculated on a table of stocks. See the documentation in the hurst_stocks.h and hurst_stocks.cpp code (or see the doxygen generated documentation).

Definition in file hurststocks.cpp.

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Function Documentation

int main ( )

Definition at line 15 of file hurststocks.cpp. { const char *path = "..\\data\\equities\\"; hurst_stocks t( path ); t.test(); return 0; }

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