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hurststocks.cpp File Reference
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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.
Definition at line 15 of file hurststocks.cpp.
00017 const char *path = "..\\data\\equities\\";
00018 hurst_stocks t( path );
00020 return 0;
Generated at Thu May 22 21:12:35 2003 for Hurst Exponent Calculation and Supporting Statistics by
18.104.22.168 written by Dimitri van Heesch,