MCP For Claude Marketplace
Cross-Asset Momentum Strategy

Cross-Asset Momentum Strategy MCP Connector for Claude

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A deterministic engine for time-series momentum analysis and capital allocation across asset classes.

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

This MCP server provides a deterministic time-series momentum (TSMOM) engine designed to analyze returns across diverse asset classes. It identifies trends by evaluating historical price data over a specified lookback period. The engine uses calculate_momentum_signals to determine directionality, generate_portfolio_allocation to distribute capital based on momentum strength, and analyze_market_risk_metrics to monitor systemic risks like momentum crash risk and market spread. It is built for quantitative traders looking to automate trend-following strategies with strict risk constraints like position caps.

momentumquantitativefinanceportfolio-managementtrading-strategy

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

analyze_market_risk_metrics

Computes aggregate market statistics including spread, crash risk, and correlation

calculate_momentum_signals

Evaluates momentum direction and return metrics for asset price histories

generate_portfolio_allocation

Calculates position sizes and long/short lists based on momentum signals

See how to talk to your AI agent using Cross-Asset Momentum Strategy.

Calculate momentum signals for these assets with a 252-day lookback: [{'assetId': 'AAPL', 'prices': [150, 155, 160, 158, 165]}, {'assetId': 'GLD', 'prices': [180, 182, 185, 184, 190]}]

The signals for the provided assets are: AAPL has a BUY signal with a momentum score of 0.10, and GLD has a BUY signal with a momentum score of 0.05.

Generate a portfolio allocation for these signals with a 25% maximum position cap: [{'assetId': 'TSLA', 'momentumScore': 0.5, 'signalType': 'BUY'}, {'assetId': 'BTC', 'momentumScore': 0.3, 'signalType': 'BUY'}]

The allocation is: Long TSLA with 25% position and Long BTC with 25% position. Total exposure is 50%.

What is the current market risk based on these signals: [{'assetId': 'SPY', 'momentumScore': -0.1, 'signalType': 'SELL'}, {'assetId': 'TLT', 'momentumScore': -0.05, 'signalType': 'SELL'}]?

The momentum crash risk is true because all active assets exhibit negative momentum.

The engine uses `calculate_momentum_signals` to evaluate returns. Assets with returns > 2% receive a BUY signal, returns < -2% receive a SELL signal, and those in between are marked as HOLD.

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