{"uid":"cap_MH9RKqThF8udEU4qBnmdz","slug":"api-quantoracle-dev-b20cb12e","name":"QuantOracle Hurst Exponent Calculator","description":"QuantOracle: stats/hurst-exponent","url":"https://api.quantoracle.dev/v1/stats/hurst-exponent","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"series":{"type":"array","items":{"type":"number"},"title":"Series","maxItems":5000,"minItems":20,"description":"Time series data (max 5000)"},"max_window":{"anyOf":[{"type":"integer"},{"type":"null"}],"title":"Max Window","description":"Maximum R/S window size (defaults to len/2)"},"min_window":{"type":"integer","title":"Min Window","default":10,"minimum":2,"description":"Minimum R/S window size"}}},"responseSchema":null,"example":{"request":{"series":[100,102,101,103,105,104,106,108,107,109,111,110,112,114,113,115,117,116,118,120,119,121,123,122,124,126,125,127,129,128,130,132,131,133,135,134,136,138,137,139,141,140,142,144,143,145,147,146,148,150]},"response":{"ms":11.64,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","calculator":"https://quantoracle.dev/hurst-exponent-calculator","powered_by":"QuantOracle"},"n_windows":3,"r_squared":0.9996,"series_length":50,"hurst_exponent":1.0587,"interpretation":"TRENDING"}},"exampleRequest":{"series":[100,102,101,103,105,104,106,108,107,109,111,110,112,114,113,115,117,116,118,120,119,121,123,122,124,126,125,127,129,128,130,132,131,133,135,134,136,138,137,139,141,140,142,144,143,145,147,146,148,150]},"tags":["x402"],"displayCostAmount":"0.008","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.008/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.008","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_XF226_Vr6IEER8Jw9B573","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.008","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the Hurst exponent for a time series to measure long-range dependence, mean-reversion tendency, or trending behavior in financial data.","exampleAgentPrompt":"Can you compute the Hurst exponent for this daily closing price series of BTC/USD over the last 252 days and tell me whether it's trending, mean-reverting, or a random walk?","exampleUseCases":null,"resultDescription":"Returns the computed Hurst exponent (a scalar between 0 and 1), along with a regime classification label (e.g. trending H>0.5, random walk H≈0.5, mean-reverting H<0.5) and optionally a confidence or standard error estimate for the calculation.","failureModes":["Insufficient data points in the series — returns error requesting minimum length","Non-numeric or malformed time series input — returns validation error","Series with zero variance or constant values — division by zero or undefined result","Too short a window for reliable estimation — returns low-confidence warning"],"whenToPreferThis":"Use this endpoint when you need a rigorous statistical measure of long-range memory or persistence in a financial time series — particularly useful in strategy selection (mean-reversion vs trend-following), regime detection, or risk modeling. Prefer this over simple autocorrelation checks when you need a single scalar that captures multi-scale dependence structure.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-13T18:34:17.179Z","isFirstParty":false}