MCP For Claude Marketplace
Momentum Factor Strategy

Momentum Factor Strategy MCP Connector for Claude

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A deterministic cross-sectional momentum engine for generating long/short signals.

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

This MCP server provides a deterministic cross-sectional momentum engine. It identifies high-momentum leaders and low-momentum laggards to generate actionable long/short signals. The engine uses calculate_momentum_signals to rank assets based on historical returns while excluding the most recent month to avoid short-term reversal effects. It also includes analyze_momentum_risk to detect potential momentum crashes during market regime shifts and evaluate_performance to compare strategy returns against benchmarks.

momentumquantitativefinancetradingalpha

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

analyze_momentum_risk

Evaluates the potential for a momentum crash based on recent market volatility

calculate_momentum_signals

Generates the core long/short asset rankings and portfolio composition based on momentum returns

evaluate_performance

Compares the momentum strategy's performance against a provided benchmark

See how to talk to your AI agent using Momentum Factor Strategy.

Calculate the momentum signals for these asset prices and market caps.

The long list includes AAPL and MSFT with equal weights, while the short list includes XYZ and ABC. The momentum spread is 0.05.

Check if there is a momentum crash risk given the recent market returns.

No crash risk detected; the market return is within the safe threshold.

Compare the strategy performance against the benchmark.

The strategy achieved a cumulative return of 12% with an alpha of 2.5% over the benchmark.

The engine excludes the most recent 21 trading days from the momentum calculation to prevent reacting to short-term mean reversion.

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