asciinema-tools
claudeTerminal recording automation: asciinema capture, launchd daemon for background chunking, Keychain PAT storage, Pushover notifications, cast conversion, and semantic analysis
24 skills
2
claude
garch-volatility-toolkit
Walk-forward GARCH(1,1) and GJR(1,1) volatility forecasting. DCC de-weighting overlay (+0.054 Sharpe), GJR inverse vol-scaling (+0.449 Sharpe). Campaign results from 20 seeds on BTC/ETH/SOL/AVAX, 2025-26 test window.
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Plugin garch-volatility-toolkit from marketplace cc-skills in terrylica/cc-skills. Commands read from the repo's manifest — today.
What it installs
Skills (1)
garch-volatility-toolkitWalk-forward GARCH(1,1) and GJR(1,1) volatility forecasting for portfolio construction. Recipes for univariate fits, DCC correlation, and position-sizing overlays. Campaign results: GJR vol-scaling +0.45 Sharpe (2bps), DCC de-weighting +0.05 Sharpe. No-lookahead discipline. Real data on BTC/ETH/SOL/
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