volatility-modeling
CommunityMaster market volatility for smarter trading.
Authoragiprolabs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides tools to estimate, forecast, and classify market volatility, enabling data-driven trading decisions and risk management.
Core Features & Use Cases
- Volatility Estimation: Calculate realized volatility using various methods (Close-to-Close, Parkinson, Garman-Klass, EWMA, GARCH).
- Volatility Forecasting: Predict future volatility using EWMA and GARCH models, generating term structures.
- Volatility Cones: Visualize historical volatility percentiles to identify high/low regimes.
- Use Case: A trader can use this skill to determine if current market volatility is historically high or low, informing their position sizing and strategy selection.
Quick Start
Use the volatility-modeling skill to estimate current volatility using EWMA and GARCH models for the last 30 days of SOL price data.
Dependency Matrix
Required Modules
pandasnumpyscipyhttpx
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: volatility-modeling Download link: https://github.com/agiprolabs/claude-trading-skills/archive/main.zip#volatility-modeling Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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