MCP For Claude Marketplace
Pairs Trading Strategy Engine

Pairs Trading Strategy Engine MCP Connector for Claude

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A deterministic statistical arbitrage engine for identifying 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 statistical arbitrage engine designed to identify and trade mean-reverting relationships between two assets. By calculating the log-spread and monitoring the z-score, the engine identifies when a pair has deviated from its equilibrium. Use analyze_pair_relationship to validate cointegration and half-life, generate_trading_signals to simulate historical entries and exits, or calculate_spread_metrics for real-time volatility snapshots. It is built for high-precision quantitative trading workflows.

arbitragepairs-tradingstatistical-arbitragequantitativefinance

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

analyze_pair_relationship

Validate if two assets are suitable for pairs trading based on statistical stability

calculate_spread_metrics

Provide a snapshot of the current state of the spread and its recent volatility

generate_trading_signals

Simulate the trading strategy over historical data to identify entry and exit points

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

Check if these two assets are cointegrated: Asset A [10, 11, 10, 12] and Asset B [20, 22, 20, 24].

The relationship is valid with a p-value of 0.03 and a half-life of 12 days, making it suitable for trading.

Generate trading signals for these price series with a 60-day lookback.

The strategy identified a Short Spread entry at timestamp 2023-01-15 with an entry price of 105.2 for Asset A.

What is the current z-score for the spread between Asset A and Asset B?

The current z-score is 2.15, indicating a significant deviation from the mean.

You can use the `analyze_pair_relationship` tool. It checks for cointegration via the ADF test and ensures the spread half-life is under 30 days.

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