Feature request: Please add the Hurst Index to the list of provided indicators

[sillasgonzaga]

Hurst Index is quite ofted used as a measurement of trend strength for financial time series.

[braverock]

The Hurst Index is already in PerformanceAnalytics. It is there rather than TTR because it is a return-based metric, not a price-based metric.

There are also many many variants of the Hurst regression coefficient in other R packages.

I don't see any reason to replicate it in TTR.

[sillasgonzaga]

Thanks for the reply.