MCP For Claude Marketplace
Expected Value vs Implied Probability

Expected Value vs Implied Probability MCP Connector for Claude

A+

A deterministic decision-support tool for evaluating market edges and optimal position sizing.

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

This MCP server provides precise mathematical tools to bridge the gap between market pricing and fundamental probability models. It allows AI agents to identify statistically significant betting opportunities by calculating Expected Value (EV) and Edge %. Users can determine if a market is undervalued or overvalued and use the fractional Kelly criterion via calculate_position_size to manage risk and optimize bankroll growth. The toolset includes calculate_edge_and_signal for identifying BUY/SELL opportunities and get_market_status for a high-level overview of market conviction gaps.

expected-valuekelly-criterionprobabilitybetting-edgerisk-management

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

calculate_position_size

Calculates the recommended amount of capital to commit

calculate_edge_and_signal

Determines if a market position offers a statistically significant opportunity

get_market_status

Provides a high-level summary of market vs model relationship

See how to talk to your AI agent using Expected Value vs Implied Probability.

The market price for a 'Yes' outcome is 0.40, but my model says the probability is 0.55. What is the signal and the edge?

The expected value is 0.13 and the edge is 37.5%. The signal is BUY.

I have a bankroll of $1000. The market price is 0.50 and my model probability is 0.60. How much should I bet using a 0.5 fractional Kelly?

The recommended position size is $100.00, which is 10.0% of your bankroll.

Is the market undervalued if the price is 0.45 and the model probability is 0.50?

Yes, the market is undervalued because the model probability is higher than the market price.

A BUY signal is generated by `calculate_edge_and_signal` when the calculated Expected Value (EV) exceeds a 0.05 (5%) threshold.

Related Connectors

Commitment of Traders (COT) Strategy

Commitment of Traders (COT) Strategy MCP

3 tools Official

Analyze commercial and non-commercial positioning to generate deterministic trading signals.

A+ View details →
Trend-Following Ensemble Strategy

Trend-Following Ensemble Strategy MCP

3 tools Official

Generates high-conviction trade signals using an ensemble of MA, MACD, and ADX indicators.

A+ View details →
Stochastic RSI Calculator

Stochastic RSI Calculator MCP

3 tools Official

Deterministic Stochastic RSI indicator with signal detection.

A+ View details →
Scalping Strategy Engine

Scalping Strategy Engine MCP

3 tools Official

Deterministic momentum-based scalping engine using EMA and Stochastic oscillators.

A+ View details →