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Notices
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Diego (not verified)
22nd November 2019 | 6:45pm

Sorry Jorge, but your statement is really wrong.

A Hurst exponent less than 0.5 means anti-persistence, which implies in negative (opposite) correlation of future values with respect to the previous (recent past) ones, thus sinalizes TREND REVERSION.

Jason explained it right!

Your post may cause confusion on the readers...

I just want to help!