Futures Event-Driven Strategy

Futures Event-Driven Strategy MCP Connector for Claude

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Identify volatility mispricing in futures markets using historical event data.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides a deterministic engine for trading scheduled market events like OPEC meetings, EIA inventory reports, and USDA planting reports. By comparing the market's expected move (derived from implied volatility) against historical price movements, the engine identifies volatility mispricing. Use analyze_event_opportunity to detect if an upcoming event warrants a volatility straddle, or calculate_event_statistics to understand the historical probability and directional bias of specific event types.

futuresvolatilityevent-drivenoptionsmacro

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

calculate_event_statistics

Quantifies the historical reliability and characteristics of a specific event type

analyze_event_opportunity

Evaluates if a specific upcoming event presents a tradable volatility or directional opportunity

validate_market_conditions

Ensures the current market environment meets minimum liquidity and data integrity requirements

See how to talk to your AI agent using Futures Event-Driven Strategy.

Analyze the upcoming OPEC meeting for oil futures.

The OPEC meeting on 2024-11-15 shows an expected move of $2.50, while the historical average move is $4.00. Signal: BUY_VOLATILITY. Position size: 10 contracts.

Is there a volatility opportunity for the next EIA inventory report?

The EIA inventory report is scheduled for 2024-11-20. The expected move is $1.20 and the historical average is $1.10. Signal: NO_SIGNAL.

What is the historical directional bias for USDA planting reports?

The historical directional bias for USDA_PLANTING events is 0.05, indicating a slight upward tendency on the event day.

You can analyze scheduled macroeconomic and industry events such as `OPEC_MEETING`, `EIA_INVENTORY`, `USDA_PLANTING`, and `FED_INTEREST_RATE` using the `analyze_event_opportunity` tool.

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