What is the basis in this strategy?

The basis is the percentage difference between the futures price and the spot price relative to the spot price.

How do I identify a BUY signal?

A BUY signal is generated via `analyze_convergence_opportunity` when the basis is greater than 2%, days to expiry is less than 30, and the spot price is rising.

What is the convergence phase?

The convergence phase is the window of time leading up to expiration where the mathematical necessity of price convergence becomes most actionable.

Futures Convergence Strategy MCP Connector for Claude

A+

Identify arbitrage opportunities by monitoring the convergence of futures prices toward spot prices.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides deterministic tools to exploit the predictable convergence of futures contracts toward their underlying spot prices. By analyzing the basis, convergence rate, and market liquidity, users can identify high-probability trade signals. Use analyze_convergence_opportunity to detect BUY or SELL signals based on basis thresholds and time to expiry, or get_market_status to monitor real-time basis and convergence rates.

futuresarbitragebasisconvergencequantitative

Connect to Claude

Subscribe on Vinkius, then add this connector to Claude.ai or Claude Code.

① Claude.ai (web app)

Go to Settings → Connectors → Add custom connector
Paste the MCP endpoint URL below

https://edge.vinkius.com/vk_preview_FP5IOutr2F794ZZjCnZAFW4dDxIL5pFXZbjNe0s8/mcp

② Claude Code (terminal)

claude mcp add --transport http futures-convergence-strategy https://edge.vinkius.com/vk_preview_FP5IOutr2F794ZZjCnZAFW4dDxIL5pFXZbjNe0s8/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "futures-convergence-strategy": {
      "url": "https://edge.vinkius.com/vk_preview_FP5IOutr2F794ZZjCnZAFW4dDxIL5pFXZbjNe0s8/mcp"
    }
  }
}

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