Hi Jason.

The hurst algorithm takes time series F1,....,FN. Financial time series looks something like brownian random walk: http://upload.wikimedia.org/wikipedia/commons/d/da/Random_Walk_example…

But you have transported the brownian signal to something like gausian by (FN+1/FN)-1. This is confusing for me. Could you explain why you did that? Why is that necessary?
The results are different for the same time series, so i assume it is important.

What type of input did the Hurst use for Nile?

Thank you.