MCP For Claude Marketplace
Intermarket Spread Strategy

Intermarket Spread Strategy MCP Connector for Claude

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Deterministic mean-reversion engine for trading commodity ratio spreads.

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

This MCP server provides a deterministic engine for trading the relative value between highly correlated commodity futures. By utilizing ratio-based z-scores, the engine identifies mean-reversion opportunities when the relationship between two assets deviates significantly from historical norms. Users can use analyze_spread_signals to generate daily trading signals, get_historical_context to retrieve established bounds and economic drivers, and validate_liquidity_thresholds to ensure sufficient market participation for safe execution.

commoditiesfuturesmean-reversionquantitativespread-trading

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

analyze_spread_signals

get_historical_context

get_historical_context

validate_liquidity_thresholds

validate_liquidity_thresholds

See how to talk to your AI agent using Intermarket Spread Strategy.

Generate trading signals for a gold and silver spread using recent price and open interest data.

Asset A (Gold) Price: 2350.00, Asset B (Silver) Price: 28.50, Spread Ratio: 82.46, Z-Score: -2.45, Signal: BUY, Fundamental Driver: Risk Sentiment.

Check if the WTI and Brent oil pair is currently liquid enough to trade.

The liquidity check for WTI and Brent is complete. Both assets meet the minimum Open Interest requirement of 10,000.

What are the historical bounds for the gold/silver ratio?

For the gold_silver pair, the 5-year minimum ratio spread is 55.0 and the maximum ratio spread is 95.0, driven by Risk Sentiment.

The server uses `analyze_spread_signals` to generate BUY or SELL signals based on z-score deviations from a 50-day moving average of the ratio spread, filtered by correlation and liquidity.

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