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hurststocks.cpp File Reference

#include "hurst_stocks.h"

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int main ()

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.

Function Documentation

int main ( )

Definition at line 15 of file hurststocks.cpp.

00016 {
00017   const char *path = "..\\data\\equities\\";
00018   hurst_stocks t( path );
00019   t.test();
00020   return 0;
00021 }

Generated at Thu May 22 21:12:35 2003 for Hurst Exponent Calculation and Supporting Statistics by doxygen1.2.8.1 written by Dimitri van Heesch, © 1997-2001