MCP For Claude Marketplace
Pre-Event Volatility Crush

Pre-Event Volatility Crush MCP Connector for Claude

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Deterministic liquidity provision for capturing spreads during binary event volatility.

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

This MCP server provides tools to execute a deterministic liquidity provision strategy around binary economic events like CPI releases. By using calculate_entry_parameters, users can determine the exact timing and price levels to place limit orders on both Yes and No sides. The strategy aims to capture the spread during the volatility expansion phase. Users can then use simulate_strategy_execution to model financial outcomes including spread capture and maker fee rebates, or evaluate_risk_exposure to measure the effectiveness of toxic flow avoidance via the 1-minute cancellation window.

volatilitybinary-eventsmarket-makingliquidityrisk-management

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

evaluate_risk_exposure

simulate_strategy_execution

calculate_entry_parameters

See how to talk to your AI agent using Pre-Event Volatility Crush.

Calculate the entry parameters for a Yes price of 0.50 with 15 minutes until the event and a widening factor of 2.0.

The entry time is 10 minutes before the event. The target spread is 0.20. The Yes limit price is 0.40 and the No limit price is 0.60.

Simulate the execution with 1000 USD capital, a 50% fill rate, and a 2% maker rebate.

The total spread capture is 100.00, total rebates are 10.00, and the net profit is 110.00.

Evaluate the risk if 100 orders were placed and 2 were filled after the cancellation window.

The toxic flow avoidance rate is 98% and the risk exposure score is 0.02.

The strategy uses a strict 1-minute cancellation window before the event to avoid adverse selection, which can be measured using `evaluate_risk_exposure`.

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