MCP For Claude Marketplace
Futures Curve Riding Strategy

Futures Curve Riding Strategy MCP Connector for Claude

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Capture roll-down returns by identifying stable futures curves.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides deterministic tools to exploit the roll-down effect in futures markets. By analyzing the relationship between contract prices and curve stability, the server identifies optimal entry points for capturing gains as contracts move down the curve. Use analyze_curve_opportunities to find the best contract based on roll-down return and stability, calculate_holding_parameters to determine the optimal exit timing, and get_curve_status to monitor the health and volatility of the futures curve.

futuresroll-downyield-curvequantitative-tradingrisk-management

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

analyze_curve_opportunities

Identifies the most attractive contract to buy based on roll-down return and curve stability

get_curve_status

Provides a snapshot of the current state of the futures curve

calculate_holding_parameters

Determines the recommended duration to hold a specific contract and assesses risk

See how to talk to your AI agent using Futures Curve Riding Strategy.

Find the best futures contract to buy right now based on current prices and curve stability.

The optimal contract is March 2025 with a roll-down return of 1.45% and a curve stability of 1.2%. The recommended holding period is 15 days.

Is the current futures curve stable enough to trade?

The current curve stability is 1.8%, which is within the acceptable threshold of 2% for trading.

How long should I hold the June contract given its current return and stability?

For the June contract, the optimal holding period is 22 days with a Low risk level.

It is the theoretical gain achieved when a contract moves to the next position on the curve as time passes, assuming the curve shape remains stable.

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