Expand description
Hurst Exponent feature extractor wrapper.
Wraps the existing HurstExponent to provide a clean ML feature interface
(persistence value + optional regime classification).
This is one of the highest-ROI single features for ML/regime work:
- H < 0.5 → mean-reverting (anti-persistent)
- H ≈ 0.5 → random walk
- H > 0.5 → trending (persistent)
Source: quantwave-core/src/indicators/hurst.rs (Rescaled Range implementation)
Structs§
- Hurst
Feature Extractor - Wrapper that turns the existing HurstExponent into a feature-rich extractor.
- Hurst
Features - Rich output for Hurst-based features.