garchmethod
01Plugin Claude Code
Bundles 1 skill · 94 tokens together
Volatility forecasting + position sizing via walk-forward GARCH(1,1). Answers 'how much' — never 'which way'. Vol forecasts, storm/calm regimes, vol-targeted sizing, and an honest fixed-vs-vol-targeted backtest harness for any strategy.
not rated 200 4mo ago A
tokens not measured
original MIT