quant_detect_regime
Classifies a US equity ticker's market regime by computing its daily Hurst exponent: H>=0.55 trending, H<=0.45 mean-reverting, else random walk.
Instructions
Classify a ticker's regime from its daily Hurst exponent.
H >= 0.55 -> TRENDING (momentum edge), H <= 0.45 -> MEAN_REVERTING (fade edge), otherwise RANDOM_WALK (no structural edge).
Args: params (TickerInput): ticker, response_format.
Returns: str: dict with ticker, hurst and regime. Error string if no data.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |