MCP For Claude Marketplace
Futures Carry Optimization Strategy

Futures Carry Optimization Strategy MCP Connector for Claude

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Maximize roll yield by identifying optimal futures contract transitions and analyzing carry term structures.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides deterministic intelligence for futures traders to maximize roll yield. It identifies optimal contract transitions by calculating implied carry and filtering for liquidity and cost efficiency. Use analyze_curve_structure to inspect the carry term structure and identify anomalies, calculate_optimal_roll to find the most profitable target contract based on current holdings, and get_contract_rankings to rank all available contracts by their annualized implied carry.

futurescarryroll-yieldderivativesquantitative-finance

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

analyze_curve_structure

Provides a comprehensive view of the carry profile across all available contract months to identify trends and anomalies

calculate_optimal_roll

Determines the most profitable contract to transition into and validates if the trade meets strict profitability and liquidity criteria

get_contract_rankings

Ranks all available contracts based on their annualized implied carry to assist in identifying the strongest market opportunities

See how to talk to your AI agent using Futures Carry Optimization Strategy.

Analyze the current futures curve for anomalies.

The term structure shows a stable carry profile, but there is a significant anomaly in the September contract where the implied carry deviates by 15% from its neighbors.

What is the best contract to roll into from my current position?

The optimal roll target is the October contract, which provides a net carry of 2.4% after accounting for roll costs.

Rank the available contracts by their implied carry.

The highest carry is in the December contract (4.2%), followed by the March contract (3.8%) and the June contract (3.1%).

The tool calculates net carry by subtracting roll costs (spread and slippage) from the implied carry. A signal is only generated if the net carry is at least 1% and the roll cost is less than 20% of the implied carry.

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