MCP For Claude Marketplace
Pairs Trading Cointegration Strategy

Pairs Trading Cointegration Strategy MCP Connector for Claude

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Deterministic pairs trading engine using Engle-Granger cointegration to identify mean-reverting asset pairs.

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

This MCP server provides a deterministic engine for pairs trading based on the Engle-Granger methodology. It allows AI agents to identify statistically significant cointegrated relationships between asset pairs and generate precise trading signals. Using analyze_pair_cointegration, agents can determine the hedge ratio, p-value, and half-life of mean reversion. Once a pair is validated, generate_trading_signals produces entry, exit, and stop-loss signals based on z-score deviations. Finally, calculate_position_sizing ensures trades remain dollar-neutral by calculating the exact quantities of each asset required based on the calculated hedge ratio.

pairs-tradingcointegrationquantmean-reversionengle-granger

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

analyze_pair_cointegration

Determine if a specific pair of assets exhibits a statistically significant cointegrated relationship

generate_trading_signals

Calculate daily z-scores and generate specific entry, exit, and stop-loss signals

calculate_position_sizing

Determine the exact quantities of Asset A and Asset B to trade to maintain a dollar-neutral profile

See how to talk to your AI agent using Pairs Trading Cointegration Strategy.

Analyze the cointegration between these two price series: [100, 101, 102, 101, 100] and [50, 50.5, 51, 50.5, 50].

The pair is cointegrated with a p-value of 0.03 and a hedge ratio of 0.5.

Generate trading signals for a pair with a hedge ratio of 1.5 and z-scores of 2.5, -0.1, and -2.5.

The first signal is BUY_SPREAD, the second is HOLD, and the third is SELL_SPREAD.

Calculate the position size for $10,000 capital with Asset A at $100, Asset B at $50, and a hedge ratio of 2.0.

To maintain a dollar-neutral position, you should trade 66.67 units of Asset A and 133.33 units of Asset B.

The engine uses `analyze_pair_cointegration` to perform an ADF test. A pair is considered tradeable if the p-value is less than 0.05 and the half-life of mean reversion is below the specified limit.

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