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garchmethod

Plugins published from Miles-Deutscher/Garch-Method.

42 · Miles-Deutscher/Garch-Method1 pluginMITupdated 3 months ago

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garch-method

claude

Episode 1 — The Nobel Prize volatility model. GARCH(1,1) walk-forward vol forecasts, storm/calm regimes, and vol-targeted position sizing.

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