MCP For Claude Marketplace
Cash-and-Carry Arbitrage Strategy

Cash-and-Carry Arbitrage Strategy MCP Connector for Claude

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Identify and track deterministic futures arbitrage opportunities by exploiting contango.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides quantitative tools to identify and manage cash-and-carry arbitrage opportunities. By analyzing the discrepancy between spot and futures prices, users can detect contango markets where the futures price exceeds the theoretical fair value. The server includes analyze_arbitrage_signals to detect entry and exit points based on liquidity and annualized basis, calculate_position_economics to determine locked-in profit and capital efficiency, and monitor_basis_risk to evaluate the stability of the arbitrage spread.

arbitragefuturescontangoquantitativetrading-strategy

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

monitor_basis_risk

Evaluates the stability of the arbitrage opportunity by tracking the volatility of the basis

analyze_arbitrage_signals

Identifies daily arbitrage entry and exit signals based on price discrepancies and liquidity constraints

calculate_position_economics

Computes the expected financial outcomes of a specific arbitrage trade once a signal is identified

See how to talk to your AI agent using Cash-and-Carry Arbitrage Strategy.

Analyze current market data for arbitrage opportunities.

The current annualized basis is 14.5% with an open interest of 15,000 contracts, signaling a valid entry opportunity.

Calculate the expected profit for an entry at $100 spot and $105 futures.

The locked-in profit is $3.50 with a capital efficiency of 12.5% after accounting for all financing and transaction costs.

Check the risk level for my current basis history.

The current basis volatility is low, resulting in a Low risk assessment for this arbitrage position.

It is a strategy where an investor buys a physical asset (spot) and simultaneously sells a futures contract to lock in a risk-free profit when the market is in contango.

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