Probably one of the best / most interesting videos relating to the market that I've come across. This video is definitely a diamond in the universe of sh*t known as UA-cam.
Awesome video. If I wanted to gain a better understanding from a quantitative standpoint, are there any books you recommend or mathematical areas I might want to focus in?
@@HighFinance777 thank you. I've definitely come across the Misbehavior of markets and I'll probably read that. I studied finance but I'm starting to wish I had simply chosen a more quantitative field that would give me better tools for data analysis. I feel a little lost in the quantitative area of finance but I'm trying.
@@HighFinance777 man, again your reply is very helpful. I was learning python for short period of time but I was told that R is a bit more helpful when it comes to specific functions. I didn't you know about the R libraries so I'm excited to look into that. Thanks!!!
I think what he meant was if it has been very persistent for a long time (ie value increasingly reaching 0.7) , it's about time the trend will 'revert' to anti persistent
@@HighFinance777 Thanks so much for this , on a seperate query; i got stuck while running SPY500 daily price , ( log(price) ) on Hurst(matlab) where it return a 0.47 , using data from 2015 Sep to 2018 Jan . It is contradicting whereas the visual graph SP500 obviously shown it is trending (up) , but the hurst test shows it is "mean reverting" , i also ran a variance ratio test and it signify a chance of 22% random walk. So, i am pretty much confused . I am expecting the hurst to be at least >0.5 for the date range i selected.. although i know the sample size is small , but i want to find out visually the graph trend at least matches the hurst test . have you encounter this before? thx
@@HighFinance777 hey thanks for this, glad that i am not the only 1 who faced this , and at the brink of self imploding thinking about it too much :) , i would like to think and interpret then the
@@HighFinance777 yeah , i been picking up about ADF (augmented Dickey Fuller ) test (which I believe the spirit is of Auto-Regression with some kind of lag/drift) , I still havent understood the whole concept in detail , but I interpret it as one would like to hope that the test produce "absence of unit root" and if this prove to be likely (Mean Reverting) , there will be some $50 dollars to be picked up :) , the world of Finance and Maths never failed to intrigue me :)
Probably one of the best / most interesting videos relating to the market that I've come across. This video is definitely a diamond in the universe of sh*t known as UA-cam.
Amazing ideas are presented here... Thank you very much for your time and effort.
Excellent 👌 Video Please share more stuff about Hurst Time cycles...
Fantastic!
Awesome video. If I wanted to gain a better understanding from a quantitative standpoint, are there any books you recommend or mathematical areas I might want to focus in?
@@HighFinance777 thank you. I've definitely come across the Misbehavior of markets and I'll probably read that. I studied finance but I'm starting to wish I had simply chosen a more quantitative field that would give me better tools for data analysis. I feel a little lost in the quantitative area of finance but I'm trying.
@@HighFinance777 man, again your reply is very helpful. I was learning python for short period of time but I was told that R is a bit more helpful when it comes to specific functions. I didn't you know about the R libraries so I'm excited to look into that. Thanks!!!
@@HighFinance777 oh man and you have videos too. Even better. You've convinced me to subscribe.
To me it seems that the local approximation gives a reverse signal, i.e. 0.5 antipersistent
I think what he meant was if it has been very persistent for a long time (ie value increasingly reaching 0.7) , it's about time the trend will 'revert' to anti persistent
@@HighFinance777 Thanks so much for this , on a seperate query; i got stuck while running SPY500 daily price , ( log(price) ) on Hurst(matlab) where it return a 0.47 , using data from 2015 Sep to 2018 Jan . It is contradicting whereas the visual graph SP500 obviously shown it is trending (up) , but the hurst test shows it is "mean reverting" , i also ran a variance ratio test and it signify a chance of 22% random walk. So, i am pretty much confused . I am expecting the hurst to be at least >0.5 for the date range i selected.. although i know the sample size is small , but i want to find out visually the graph trend at least matches the hurst test . have you encounter this before? thx
@@HighFinance777 hey thanks for this, glad that i am not the only 1 who faced this , and at the brink of self imploding thinking about it too much :) , i would like to think and interpret then the
@@HighFinance777 yeah , i been picking up about ADF (augmented Dickey Fuller ) test (which I believe the spirit is of Auto-Regression with some kind of lag/drift) , I still havent understood the whole concept in detail , but I interpret it as one would like to hope that the test produce "absence of unit root" and if this prove to be likely (Mean Reverting) , there will be some $50 dollars to be picked up :) , the world of Finance and Maths never failed to intrigue me :)
thanks!
How much is course please
Home Depot ... My Dad called it the candy store. lol t