garch-volatility-toolkit SKILL.md skillA
garch-volatility-toolkit from terrylica/cc-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add terrylica/cc-skills/garch-volatility-toolkit@git:20261008.a4154acPins git:20261008.a4154ac in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- terrylica/cc-skills
- Path
plugins/garch-volatility-toolkit/skills/garch-vol-recipes/SKILL.md- Versions recorded
- 7
- Latest version
- git:20261008.a4154ac, committed Oct 8, 2026
- First version recorded
- Jul 20, 2026
- Size
- 12,239 bytes
- Repository stars
- 2
- License
- MIT
Walk-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/AVAX futures.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# GARCH Volatility Toolkit > **Self-Evolving skill** — if a recipe drifts from what actually reproduces (model spec, cost regime, campaign Sharpe numbers, library API), fix this SKILL.md in the same change; see the Post-Execution Reflection at the bottom. Walk-forward GARCH(1,1) and GJR(1,1) recipes for volatility forecasting and portfolio construction. Tested on 20 seeds, 2025-26 test window, 2bps and 7bps cost regimes. > **Campaign Results (honest)**: A negative-to-marginal result set, not a deployable edge. GJR inverse vol-sizing helps at LOW cost only (ensemble Sharpe +0.49→+1.00 @2bps) but is COST-FRAGILE — its +35% turnover erases the benefit at retail 7bps (Δ+0.02, p=0.54, coin-flip). DCC de-weighting is economically immaterial (+0.05–0.07). GARCH-as-features is a flat null. Per-seed p<0.0001 figures are inflated by applying a deterministic overlay to correlated seeds — use ensemble PSR instead. See [CAMPAIGN_VERDICT.md](references/CAMPAIGN_VERDICT.md). This skill's value is the METHODOLOGY (fitting recipes + leakage traps), not an alpha claim. ## Quick Start ### 1. Univariate GARCH(1,1) Forecast Volatility ```python import pandas as pd import numpy as np …
Read the whole file at its exact version.
How to install
mdr add terrylica/cc-skills/garch-volatility-toolkit@sha256:e5d0fbbbe4b6c480The line at the top of this page pins the label git:20261008.a4154ac, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_mdjdxgbw2pzfpgsu)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 7 versions of this file, between Jul 20, 2026 and Oct 8, 2026, about one every 13 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20261008.a4154ac latest | 2026-10-08 | a4154ac | 12,239 B | A | view · diff |
| git:20260721.7f9e0dd | 2026-07-21 | 7f9e0dd | 12,262 B | A | view · diff |
| git:20260721.cf20634 | 2026-07-21 | cf20634 | 12,262 B | A | view · diff |
| git:20260720.1d74a0d | 2026-07-20 | 1d74a0d | 11,501 B | A | view · diff |
| git:20260720.6e713c1 | 2026-07-20 | 6e713c1 | 11,501 B | A | view · diff |
| git:20260720.3c4ded4 | 2026-07-20 | 3c4ded4 | 10,746 B | A | view · diff |
| git:20260720.6ed959f | 2026-07-20 | 6ed959f | 10,746 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (12239 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
terrylica/cc-skills · 2 stars · license MIT · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_mdjdxgbw2pzfpgsu GET https://markdownregistry.com/api/v1/resolve?ref=terrylica/cc-skills/garch-volatility-toolkit GET https://markdownregistry.com/api/v1/blob/e5d0fbbbe4b6c480de5787c2bf3773a11ededccbec48686ad8e533b791c80776
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.