MCP For Claude Marketplace
Futures Intercommodity Spread Strategy

Futures Intercommodity Spread Strategy MCP Connector for Claude

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Deterministic ratio-based trading signals for commodity spreads.

2 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides deterministic trading signals for executing ratio-based spreads between different commodity futures. By analyzing the relationship between two assets, it calculates the spread ratio, z-score, and mean reversion characteristics. It uses get_daily_spread_signals to identify BUY and SELL opportunities based on statistical deviations and fundamental drivers, while get_spread_statistics provides historical context like min/max ratios and half-life. The strategy includes built-in liquidity and correlation filters to ensure high-quality trade execution.

futuresspreadcommoditiesquantitativemean-reversion

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

get_daily_spread_signals

get_spread_statistics

See how to talk to your AI agent using Futures Intercommodity Spread Strategy.

Calculate the daily spread signals for Gold and Silver with current prices of 2000 and 25 respectively, open interest of 15000 for both, a correlation of 0.8, and a bullish macro driver.

The spread ratio is 80.0. With a z-score of -2.5 and a bullish driver, the signal is BUY (Long Gold, Short Silver).

Get the historical statistics for a Copper and Gold spread using these price series: [4.0, 4.1, 3.9] and [1800, 1850, 1820].

The historical min ratio is 0.0021, the max ratio is 0.0023, and the mean reversion half-life is 12.5 days.

Check the spread signal for Crude Oil and Natural Gas where correlation is 0.4.

NO SIGNAL. The correlation coefficient is below the required 0.6 threshold.

You can analyze any pair of highly correlated commodity futures, such as Gold/Silver or Copper/Gold, provided they meet the liquidity and correlation requirements defined in the tool.

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