Hurst Exponent using R code

This post explains how to estimate the Hurst exponent which indicates characteristics of a time series : mean-reversion, random walk, and trending with long memory using S&P 500 index returns.

R code snippet : Read Historical Daily Exchange Rates

This post shows how to read daily exchange rates given symbols as a string.

R code snippet : Read Historical Prices of Stock Index

This post shows how to read prices of stock indices given symbols as a string.

R code snippet : Read Historical Prices of Cryptocurrencies

This post shows how to read prices of cryptocurrencies given symbols as a string.

R code snippet : Read and Concatenate Prices of Constituents of a Stock Index

This post shows how to read all prices of constituents of a stock index given all symbols as a string. It is a prerequisite of the pairs trading backtest.