MCP For Claude Marketplace
ETF Arbitrage Strategy

ETF Arbitrage Strategy MCP Connector for Claude

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Identify and quantify arbitrage opportunities between ETF market prices and NAV.

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

This MCP server provides deterministic tools to detect price discrepancies in Exchange Traded Funds. By analyzing the relationship between an ETF's market price and its Net Asset Value (NAV), users can identify valid arbitrage signals. The server includes analyze_arbitrage_opportunities to evaluate price series against liquidity constraints, calculate_liquidity_status to verify if an ETF or its underlying basket meets trading thresholds, and estimate_convergence_time to predict how long a premium or discount will persist based on market volatility.

etfarbitragenavliquidityquantitative

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

analyze_arbitrage_opportunities

Evaluates a series of price/NAV data points to identify valid arbitrage signals

calculate_liquidity_status

Determines if an ETF or its underlying basket meets the required liquidity thresholds

estimate_convergence_time

Predicts the duration until the premium or discount returns to zero

See how to talk to your AI agent using ETF Arbitrage Strategy.

Analyze these ETF data points for arbitrage: priceSeries [100.5, 100.2], navSeries [100.0, 100.0], basketValues [100.0, 100.0], transactionCosts 0.01, avgDailyVolume 15000000, isUnderlyingLiquid true

The analysis shows a valid SELL ETF and BUY basket signal at the first bar with an expected profit of 0.49% after costs.

Check if an ETF with an average daily volume of 5,000,000 and asset class 'large-cap' is liquid.

The ETF is not liquid because the average daily volume is below the $10,000,000 threshold.

Estimate how long a 0.6% premium will last with a market volatility of 0.02.

The estimated convergence time is 4.5 hours with a high confidence score.

A signal is valid only if the average daily volume exceeds $10,000,000, the underlying assets are liquid, and the absolute premium or discount is greater than twice the transaction costs.

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