MCP For Claude Marketplace
Statistical Arbitrage Pairs Strategy

Statistical Arbitrage Pairs Strategy MCP Connector for Claude

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Execute deterministic pairs trading using cointegration tests and z-score signals.

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

This MCP server provides a deterministic engine for statistical arbitrage. It identifies mean-reverting relationships between two assets by calculating the logarithmic spread and performing an Augmented Dickey-Fuller (ADF) test. Users can use analyze_pairs_cointegration to verify if a pair is suitable for trading, generate_trading_signals to identify entry and exit points based on z-score thresholds, and calculate_position_metrics to determine precise target prices and stop-loss levels. The engine enforces strict filters, such as requiring a half-life of mean reversion under 30 days, to ensure high-quality trading opportunities.

arbitragepairs-tradingcointegrationquantitativemean-reversion

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

analyze_pairs_cointegration

Evaluates whether two assets exhibit a stable, mean-reverting relationship suitable for trading

calculate_position_metrics

Provides detailed trade execution parameters for a specific signal

generate_trading_signals

Determines specific entry, exit, and stop-loss triggers for a pair based on z-score thresholds and cointegration filters

See how to talk to your AI agent using Statistical Arbitrage Pairs Strategy.

Check if these two assets are cointegrated: Asset A prices [100, 101, 102, 101, 100] and Asset B prices [50, 51, 52, 51, 50].

The assets are cointegrated with a p-value of 0.02 and a half-life of 12 days, making them suitable for the strategy.

Generate trading signals for Asset A [10, 11, 12, 11, 10] and Asset B [20, 22, 24, 22, 20] with an entry z-score of 2.0.

A BUY spread signal was generated at bar index 2 with entry prices A: 12.0 and B: 24.0, using a hedge ratio of 2.0.

Calculate the trade metrics for a spread with mean 0, std dev 1, hedge ratio 1.5, and entry prices A: 100, B: 50.

The target spread is 0.0, with stop-loss prices calculated at A: 97.0 and B: 48.5 based on the z-score limit.

The engine uses `analyze_pairs_cointegration` to check if the spread is stationary via an ADF test. A pair is only considered tradeable if the p-value is below 0.05 and the half-life of mean reversion is less than 30 days.

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