MCP For Claude Marketplace
Futures Statistical Arbitrage Strategy

Futures Statistical Arbitrage Strategy MCP Connector for Claude

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Identify mean-reverting opportunities between futures contracts using cointegration testing.

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

This MCP server provides deterministic statistical arbitrage tools for futures markets. It uses the Engle-Granger cointegration test to identify stable relationships between asset pairs. Users can use analyze_pair_cointegration to verify if a pair is mathematically suitable for trading based on liquidity and stationarity. Once a pair is validated, generate_trading_signals calculates precise entry, exit, and dollar-neutral position sizing based on z-score deviations. Additionally, get_market_regime_summary provides real-time health assessments of the asset relationship.

futuresarbitragecointegrationstatistical-arbitragequantitative-finance

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

analyze_pair_cointegration

Evaluates if two futures contracts are mathematically suitable for a mean-reversion strategy

generate_trading_signals

Calculates entry, exit, and sizing instructions based on current spread deviation

get_market_regime_summary

Provides a high-level summary of the relationship health between two assets

See how to talk to your AI agent using Futures Statistical Arbitrage Strategy.

Check if Gold and Silver futures are suitable for a mean-reversion strategy using a 252-day lookback.

The pair is viable. The ADF p-value is 0.03, the half-life is 42 days, and both assets have sufficient liquidity.

Generate a trading signal for a spread with a z-score of 2.5, a hedge ratio of 1.2, and $100,000 available capital.

Signal: BUY_SPREAD. Position Size A: $50,000, Position Size B: $50,000 (adjusted by hedge ratio).

What is the current market regime for a pair with a p-value of 0.07 and a half-life of 30 days?

The regime status is Weakly Cointegrated.

The system uses `analyze_pair_cointegration` to check if the pair has an ADF p-value below 0.10, a half-life of mean reversion under 60 days, and both assets have an Open Interest greater than 10,000.

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