nautilus_trading/examples/strategies/hurst_vpin_directional/mod.rs
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15
16//! Hurst/VPIN directional strategy.
17//!
18//! Subscribes to dollar bars, trades, and quotes for a single instrument.
19//! Estimates the Hurst exponent by rescaled range over dollar-bar log returns,
20//! computes VPIN from trade aggressor flow per completed bar, and opens a
21//! position on the next quote tick when both signals align. Exits on regime
22//! decay or holding-time cap.
23
24pub mod config;
25pub mod strategy;
26
27#[cfg(test)]
28mod tests;
29
30pub use config::HurstVpinDirectionalConfig;
31pub use strategy::HurstVpinDirectional;