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garch-method

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

42 on GitHubby Miles Deutscherv1.0.0MITupdated 3 months ago
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Plugin garch-method from marketplace garchmethod in Miles-Deutscher/Garch-Method. Commands read from the repo's manifest — 1 month ago.

What it installs

Skills (1)

  • garch-method

    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.

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