Bear Calendar Spread Strategy MCP Connector for Claude
A+Generates deterministic trading signals for bear calendar spreads using spread z-scores and contango analysis.
This MCP server provides a deterministic engine for executing bear calendar spread strategies. It monitors the relationship between near-term and far-term futures contracts to identify profitable opportunities. By analyzing spread volatility through z-scores and ensuring market contango, the engine identifies when spreads have expanded too far or are reverting to the mean. Users can use calculate_spread_signals to generate daily trade directions, get_spread_economics to calculate cost of carry and convergence targets, and validate_contract_suitability to ensure liquidity requirements are met before execution.
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