https://github.com/QuantConnect/Lean/blob/81b2d45440dd4b496d5d5f59ff86a46a600abce1/Indicators/HurstExponent.cs#L66 Two issues. 1) The maxLag argument should be required to be at least 3. Since linear regression with only a single data point is meaningless. 2) There is an off-by-one error in the code. The for loop condition should be -> `i <= maxLag`