MCP For Claude Marketplace
Correlation Matrix Calculator

Correlation Matrix Calculator MCP Connector for Claude

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Deterministic asset correlation and covariance calculator for financial time series.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides precise statistical analysis for financial assets. Use calculate_correlation_matrix to generate NxN correlation and covariance matrices, identify high or negative correlations, and calculate beta coefficients against a benchmark. For time-series evolution, use analyze_correlation_dynamics to observe rolling correlations and stability scores. You can also use get_asset_sensitivity to isolate risk-adjusted relationships like beta and volatility ratios.

correlationcovariancebetafinancestatistics

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

get_asset_sensitivity

Isolate risk-adjusted relationship against a benchmark

analyze_correlation_dynamics

Observe how asset relationships evolve over time

calculate_correlation_matrix

Calculate correlation and covariance matrices for multiple assets

See how to talk to your AI agent using Correlation Matrix Calculator.

Calculate the correlation matrix for these three assets: [[100, 101, 102], [50, 51, 52], [200, 198, 196]] with a 1-day return period.

The correlation matrix shows a perfect positive correlation of 1.0 between the first two assets and a negative correlation between the third asset and the others.

How stable is the correlation between Asset A and Asset B over a 60-day window?

The stability score for the pair is 0.04, indicating a very consistent correlation over the 60-day rolling window.

What is the beta of this asset relative to the benchmark?

The calculated beta for the asset relative to the provided benchmark is 1.25.

You can use the `calculate_correlation_matrix` tool by providing the price series for each asset and the desired return period.

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