Visualizing hidden volatility clusters using custom signal processing.
Visualizing hidden volatility clusters using custom signal processing and real-time data streams.
Built entirely in Pine Script. Iterated over 4 different smoothing algorithms before settling on a custom exponential moving average structure.
Real-time rendering caused weird spikes during high volatility. Had to rewrite the rendering engine locally to buffer data.
A clean, minimal, dark-mode terminal that exposes underlying market sector rotation clearly without noise.