MCP For Claude Marketplace
Futures Relative Value Strategy

Futures Relative Value Strategy MCP Connector for Claude

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Identify mispricings between related futures contracts using statistical z-scores and fundamental fair value models.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
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This MCP server provides a deterministic framework for executing relative value trades in futures markets. By connecting AI agents to real-time price series and fundamental data, it identifies arbitrage opportunities where the price ratio between two assets deviates from its statistical mean or its theoretical fair value. The server uses analyze_futures_relationship to ensure liquidity and correlation, calculate_theoretical_fair_value to establish a fundamental baseline, and generate_trading_signal to produce actionable BUY or SELL directions based on z-scores and quality/logistics adjustments.

Available Tools

analyze_relationship_tool, calculate_fair_value_tool, generate_signal_tool, analyze_relationship, calculate_fair_value, generate_signal

futuresarbitragequantitativetrading-signalsstatistical-arbitrage

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

generate_signal

Computes the daily trading signal by comparing the current price ratio against statistical bounds and fundamental fair values

analyze_relationship

Evaluates the statistical and liquidity-based relationship between two futures contracts

calculate_fair_value

Determines the expected ratio between two contracts based on historical averages and physical market drivers

See how to talk to your AI agent using Futures Relative Value Strategy.

Analyze the relationship between WTI and Brent crude and check if there is a trading signal.

The correlation between WTI and Brent is 0.92 and both are highly liquid. The current z-score is -2.4 and the ratio is higher than the theoretical fair value, resulting in a BUY_A_SELL_B signal.

Calculate the theoretical fair value for a spread between two energy contracts.

The calculated theoretical fair value ratio is 1.05 based on the provided historical average, quality adjustment, and logistics costs.

Is there a signal for the current price ratio of these two futures?

The current signal is NEUTRAL because the ratio change over the last 30 days was only 2%, which falls below the 5% noise filter threshold.

The strategy is designed for highly liquid, related commodities. It uses `analyze_futures_relationship` to verify that both contracts have an Open Interest greater than 10,000 and a correlation higher than 0.8 before generating a signal. Tools available: `analyze_relationship_tool`, `calculate_fair_value_tool`, `generate_signal_tool`.

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