milesdeutscher/garchmethod ? reverse-engineered prompt

Reverse engineered prompt

Build me a Claude Code skill that helps with trading risk instead of price direction.

I want it to take either a ticker like BTC USD or a CSV of daily prices, then fit a walk forward GARCH model and forecast tomorrow’s volatility in a way that avoids lookahead. It should show the forecast in daily and annualized form, label the market as calm, normal, or storm based on the recent year, and turn that into a position size using target vol divided by forecast vol with sensible caps.

Also include a simple way to compare a normal strategy with the same strategy vol targeted, so I can see the equity curve, Sharpe, max drawdown, and worst month side by side. A basic EMA 9 and 21 crossover demo is fine, but it should also work with my own signals CSV.

If it makes sense, add a TradingView Pine Script chart helper too, so I can see the current volatility on a chart. Keep it easy to install and make sure it works from plain English prompts in Claude Code.

Are you gonna build this?

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