QuantOracle Hurst Exponent Calculator

x402

QuantOracle Hurst Exponent Calculator is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-13).

Computes the Hurst exponent for a time series to measure long-range dependence, mean-reversion tendency, or trending behavior in financial data.

Price / call$0.008

Seller volume →—

Success—

StatusUnknown

How this service works

QuantOracle: stats/hurst-exponent

Output

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.

Example use cases

Example prompt

“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?”

Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/stats/hurst-exponent

When to prefer

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.

Side effects

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

Input

{
  "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
  ]
}

Schema · Request body

Field	Type	Description
series	array	Time series data (max 5000)
max_window	—	Maximum R/S window size (defaults to len/2)
min_window	integer	Minimum R/S window size

Output

{
  "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"
}

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Technical details

Endpoint

POSThttps://api.quantoracle.dev/v1/stats/hurst-exponent

When to prefer

Side effects

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

Input

{
  "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
  ]
}

Schema · Request body

Field	Type	Description
series	array	Time series data (max 5000)
max_window	—	Maximum R/S window size (defaults to len/2)
min_window	integer	Minimum R/S window size

Output

{
  "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"
}