What makes Rogers-Satchell different from other models?

The Rogers-Satchell model is drift-independent, which means it does not mistake price trends for volatility, providing a more accurate measure during trending markets.

How can I compare different volatility estimators?

You can use the `calculate_volatility_comparison` tool to see the Rogers-Satchell value alongside Parkinson and Garman-Klass estimates for your price series.

What data format is required for the tools?

Tools require a JSON array of objects, where each object contains 'open', 'high', 'low', and 'close' price values.

Rogers-Satchell Volatility Calculator MCP Connector for Claude

A+

Deterministic, drift-independent volatility estimation using OHLC data.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides precise volatility estimation using the Rogers-Satchell model. Unlike standard estimators, this method is drift-independent, meaning it remains accurate even when asset prices exhibit strong trends. It utilizes the relationship between high, low, open, and close prices to provide a robust measure of historical volatility. Users can use calculate_rs_volatility for direct estimation, calculate_volatility_comparison to compare results against Parkinson and Garman-Klass models, or get_volatility_percentile to determine how current volatility ranks against historical data.

volatilityfinancequantitativeohlcstatistics

Connect to Claude

Subscribe on Vinkius, then add this connector to Claude.ai or Claude Code.

① Claude.ai (web app)

Go to Settings → Connectors → Add custom connector
Paste the MCP endpoint URL below

https://edge.vinkius.com/vk_preview_N4jLFPSx7eO4lHHqyXSriTtbGeoa20SD4BTzI19F/mcp

② Claude Code (terminal)

claude mcp add --transport http rogers-satchell-volatility-calculator https://edge.vinkius.com/vk_preview_N4jLFPSx7eO4lHHqyXSriTtbGeoa20SD4BTzI19F/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "rogers-satchell-volatility-calculator": {
      "url": "https://edge.vinkius.com/vk_preview_N4jLFPSx7eO4lHHqyXSriTtbGeoa20SD4BTzI19F/mcp"
    }
  }
}

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