Hi Jason,
Thank you for your clear explanation as to how to calculate the rescaled range values and the Hurst exponent.
I saw that you had included a link to an Excel spreadsheet that allowed to calculate the Hurst exponent, but the link you provided unfortunately no longer works.
Could you please update this link? I'm trying to calculate R/S values for different currency pairs, and it would be a big help to have a professional spreadsheet like yours to do the calculations.
Thanks,
Adrian