This project aims at replicating https://quantdare.com/demystifying-the-hurst-exponent/ findings after new data has become available.
Since the API used only returns up to 2000 data points, a slight change in the original code was necessary in order to fetch all the data from 2013 up to 16/05/2022.
To play the notebook, run:
python -m venv venv
source venv/bin/activate
pip install -r requirements.txt
jupyter-notebook