Gor Dragongor

Gor Dragongor has been a member of Linktree for 5 years and joined in February 2021. The social media accounts linked to from Gor Dragongor are: • LinkedIn • Email • Telegram • GitHub • Website Besides social media accounts, gorx1 has populated their site with: • Weighted Fourier Transform: open-source DFT for Pine Script 6 with my custom tapering window • [proprietary] Volatility Simulation & Analysis: stable volatility estimates via Gamma Noise -> Monte Carlo • [proprietary] Market State Tracking: using 4 separate innovations streams to fit 4 independant PVA trackers • UAT: adaptive tracking using a kernel based on derivatives and anti-derivatives of Beta(2, 2) PDF • Multivariate Kalman Filter: Pine Script 6, open source, numerically safe & stable • Volatility Signal-to-Noise Ratio: volatility regime detection @ O(1) • [Proprietary] oMBAD: multi-purpose HFT-ready tool, O(1) algocomplexity • Stochastic Ensembling of Outputs: perturbing outputs with colored noise, O(1) algocomplexity • QBAD: weighted adaptive box-plot based on quantile asymetry metrics, all at O(nlogn) cost • Hybrid Adaptive Double Exponential Smoothing (HADES) : parameterless & adaptive hybrid exponential smoothing, @ O(1) algo complexity • Adaptive Window Size (AWS): leveraging fractal efficiency to gain optimal adaptive moving window length, O(1) on live updates • N-Degree Moment-Based Adaptive Detection (NDMBAD): generalization of MBAD, extending the MBAD logic to higher-degree polynomial regression • Moment-Based Adaptive Detection (MBAD): using standardized moments to construct adaptive thresholds @ O(n) • [Upd] Weighted percentile nearest rank: algo complexity improved from O(n²) to O(n log n) • Hybrid Triple Exponential Smoothing (HTES): applying exponential smoothing to residuals & errors • O(1) on updates /w adaptive thresholds, better than SnR in spotting consistent behavior in time series • o(n) algo to check if data has any kind of periodic component • Weighted Percentile Nearest Rank algo (still first in Google Search) • [New] First real implementation of composite Market Profile on TradingView, with proper tick-based binning algorithms • Weighted Standard Deviation Bands on C++ for SierraChart • Weighted Standard Deviation Bands on C# for NinjaTrader • [Updated] N-degree Weighted Moving Regression • [R&D] How I designed "Relative Slope" metric • [New] Fixed REST & WS APIs clients for FTX, C++ & python • [New] First one to introduce Linearly Weighted Least Squares on TradingView • [Old] Award-winning script "Spread by" written for TradingView platform • [Old] Parts of the python code of an algo with ~60% return/5y written for QuantConnect platform • [Old] My first ML project in python, predicting whether an employee will leave a company • [Old] My first C++ with basic stats functions • TradingView