Analyze three major US indices through Hurst Exponent technique

Cancelled Posted 7 years ago Paid on delivery

$250-750 USD

Paid on delivery

Cancelled Paid on delivery

The data will include IXIC, DJIA, AND S&P 500 indices from 2006 to 2015. The task is mainly to set up the basics first (through ADF, LJUNG-BOX, etc) and apply Monte-carlo using alpha stable distribution. Then, estimate dynamic Hurst Exponent through rolling window technique and generalized Hurst Exponent.

Attached file will give you an idea how those tests should look like.

Data Processing

Project ID: #11099109

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3 proposals Remote project Active 7 years ago

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mostafaemamit

Hi, I am interested in your job as I have a enough good experience in technical and fundamental analysis in Egyptian and international market using more applications like metastock to prepare a good strategies of tradi More

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