Data for: Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent

Published: 23 February 2020| Version 1 | DOI: 10.17632/27bkmc47k5.1
Ashwin Dudia


Historical daily price data series for Equity Index futures has been sourced from and formatted in the appropriate format. Daily price data of last 10 years has been considered for this research for following Asian Equity Index futures: Japan’s Nikkei, South Korea’s KOSPI, Australia’s ASX, India’s Nifty, Hong Kong’s HSI & HSCEI and Taiwan’s TSEC. Raw data is uploaded in .csv format.