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Module hurst

Module hurst 

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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§

HurstFeatureExtractor
Wrapper that turns the existing HurstExponent into a feature-rich extractor.
HurstFeatures
Rich output for Hurst-based features.