/hurst-exponent
Estimate the Hurst exponent for a single ticker's daily log returns using rescaled-range (R/S) analysis, and classify the series as mean_reverting (H < 0.45), random_walk (H in [0.45, 0.55]), or trending (H > 0.55). Reports per-block R/S values and a block-bootstrap confidence
$ npx -y skills add rgourley/quant-garage --skill hurst-exponent --agent claude-codeHow it fires
How this skill gets triggered: by you, by Claude, or both.
- Fires itselfAuto-invocation. Claude auto-loads it when your prompt matches the work.
- You can call itInvoke it directly when you want it.
- Slash command
/hurst-exponent
Context preview
The summary Claude sees to decide when to auto-load this skill.
Estimate the Hurst exponent for a single ticker's daily log returns using rescaled-range (R/S) analysis, and classify the series as mean_reverting (H < 0.45), random_walk (H in [0.45, 0.55]), or trending (H > 0.55). Reports per-block R/S values and a block-bootstrap confidence
Trade like a pro. Without the terminal. View the full landing page → Quant and equity research tools that run inside Claude, or behind your own UI.
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Open skill