MCP For Claude Marketplace
Basket Trading Strategy

Basket Trading Strategy MCP Connector for Claude

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Execute deterministic basket trading by evaluating correlated asset groups against a benchmark.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides a deterministic quantitative trading system that treats a group of correlated assets as a single unit. By comparing the aggregate performance of a basket against a benchmark index, it identifies high-probability trade signals. Use calculate_basket_performance to derive metrics like tracking error and information ratio, evaluate_trading_signal to determine BUY, SELL, or HOLD actions based on trend and spread, and get_basket_composition to inspect asset weights and correlation. It includes built-in risk management like concentration filters and stop-loss logic.

tradingquantitativebasket-tradingfinancealgorithmic-trading

3 tools expose this connector's capabilities to your AI agent.

calculate_basket_performance

Calculates core performance metrics for the basket and the benchmark

get_basket_composition

Provides a summary of the basket composition and its relation to the benchmark

evaluate_trading_signal

Determines the specific trade action (BUY, SELL, HOLD)

See how to talk to your AI agent using Basket Trading Strategy.

Calculate the performance metrics for a tech basket including AAPL and MSFT against the NASDAQ.

The basket return is 1.2%, the benchmark return is 0.8%, resulting in a spread of 0.4%. The tracking error is 0.05 and the information ratio is 8.0.

Should I buy the current basket based on these returns and prices?

The signal is BUY. The spread is positive and the basket is trending above its 20-day Moving Average with a correlation of 0.85.

Show me the current composition and correlation for my trading basket.

The basket consists of AAPL (25%), MSFT (25%), and GOOGL (50%). However, the signal is HOLD because GOOGL exceeds the 30% concentration limit.

A BUY signal is generated when the basket's spread is positive and the basket price is above its 20-day Moving Average, provided the correlation with the benchmark is above 0.8 and no single asset exceeds 30% weight.

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