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I am using this code and getting negative Hurst exponent for OMX index returns between 2010 and 2021. I thought Hurst exponent cannot be negative but I am not sure what am I doing wrong?

def hurst(series):
   lags = range(2, 100)
   tau = [sqrt(std(subtract(series[lag:], series[:-lag]))) for lag in lags]
   poly = polyfit(log(lags), log(tau), 1)

   return poly[0]*2.0

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