
Hurst exponent H > 0.5 indicates trending behavior, H < 0.5 indicates mean-reverting tendencies
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Hurst exponent H > 0.5 indicates trending behavior, H < 0.5 indicates mean-reverting tendencies
Inverted yield curve
Short-term rates exceed long-term, often predicts recession
implied volatility tells you
Implied volatility indicates the market's expectation of future price movement
Beta (finance)
Beta measures a stock's volatility relative to the market
Cronbach's alpha
Cronbach's alpha (α) measures internal consistency
Volatility smile
Implied volatility varies with strike price, contradicting Black-Scholes
Phillips curve
Phillips curve shows inverse relationship between unemployment and inflation
Educational content, not financial advice.
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