
Hurst exponent H > 0.5 indicates trending behavior, H < 0.5 indicates mean-reverting tendencies
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Hurst exponent H > 0.5 indicates trending behavior, H < 0.5 indicates mean-reverting tendencies
Inverted yield curve
Short-term rates exceed long-term, often predicts recession
Beta (finance)
Beta measures a stock's volatility relative to the market
Gaussian measure
How can we predict stock movements?
implied volatility tells you
Ever wondered how traders predict stock swings?
Cronbach's alpha
Cronbach's alpha (α) measures internal consistency
Volatility smile
Implied volatility varies with strike price, contradicting Black-Scholes
Educational content, not financial advice.
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