MCP For Claude Marketplace
Futures Ratio Spread Strategy

Futures Ratio Spread Strategy MCP Connector for Claude

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Identify 1:2 ratio spread entry signals using statistical Z-scores and market regime filters.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides deterministic quantitative tools for analyzing futures ratio spreads. It identifies high-probability entry signals for a 1:2 ratio spread (long 1 near-term, short 2 far-term) by monitoring spread Z-scores and market structure. Use calculate_ratio_spread_signals to evaluate historical price arrays and open interest for convergence opportunities. You can also use get_market_regime_summary to determine if the market is in contango or backwardation, and validate_trade_feasibility to ensure trades meet strict liquidity and margin requirements.

futuresratio-spreadquantitativetrading-signalscontango

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

calculate_ratio_spread_signals

Evaluates daily historical price data to identify specific entry signals for a 1:2 ratio spread

get_market_regime_summary

Analyzes the current relationship between near and far contracts to determine market regime

validate_trade_feasibility

Checks if a specific trade configuration meets the required safety and liquidity buffers

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

Analyze these historical prices for a 1:2 ratio spread: near prices [100, 101, 102, 101, 100], far prices [110, 112, 115, 113, 111], near OI [6000, 6100, 6200, 6150, 6050], far OI [7000, 7100, 7200, 7150, 7050], and risk capital 50000.

The analysis shows a LONG_SPREAD signal with a Z-score of 2.4, a spread value of 15, and a breakeven price of 115.

Is the market currently in contango if the near price is 105 and the far price is 102?

No, the market is in backwardation because the near-term price is higher than the far-term price.

Check if a trade is feasible with a margin requirement of 1000, risk capital of 2000, near OI of 6000, and far OI of 6000.

The trade is not feasible because the risk capital is not at least three times the margin requirement.

The tool is specifically designed for a 1:2 ratio spread, where you go long one near-term contract and short two far-term contracts.

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