milesdeutscher

milesdeutscher/garchmethod

Plugin Claude Code

Plugin marketplace listing 1 plugin: garch-method.

milesdeutscher/garchmethod

Plugin Claude Code

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.

milesdeutscher/garchmethod

Skill Claude CodeCodex

Volatility forecasting and position sizing via walk-forward GARCH(1,1). Use whenever the user asks about volatility forecasts, position sizing, "how much should I put on", vol targeting, risk throttling, storm/calm regimes, or wants to test whether vol-targeted sizing improves an existing strategy. Works on any ticker…