How are trading signals generated?

Signals are generated by comparing the volatility spread (IV - RV) against specific thresholds and IV rank filters using the `calculate_volatility_signals` tool.

What is the purpose of the VIX analysis tool?

The `analyze_vix_structure` tool assesses whether the VIX futures market is in Contango or Backwardation and calculates the expected roll yield.

Does this strategy account for risk management?

Yes, the engine provides vega-neutral position sizing, stop-loss triggers based on spread movement, and take-profit targets based on mean reversion or time.

Volatility Arbitrage Strategy MCP Connector for Claude

A+

Identify mispriced volatility using IV-RV spreads and VIX term structure analysis.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides a deterministic engine for volatility arbitrage. It identifies trading opportunities by analyzing the spread between Implied Volatility (IV) and Realized Volatility (RV). By utilizing calculate_volatility_signals, users can detect undervalued or overvalued volatility regimes based on IV rank filters. The server also includes analyze_vix_structure to assess VIX futures contango or backwardation and get_volatility_metrics for statistical spread analysis. It is designed to facilitate vega-neutral positioning and mean-reversion strategies.

volatilityarbitragevixoptionsquantitative

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_GjD93z51ilFQXjA8JYn1obd14wemjteyDgtVc8yL/mcp

② Claude Code (terminal)

claude mcp add --transport http volatility-arbitrage-strategy https://edge.vinkius.com/vk_preview_GjD93z51ilFQXjA8JYn1obd14wemjteyDgtVc8yL/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "volatility-arbitrage-strategy": {
      "url": "https://edge.vinkius.com/vk_preview_GjD93z51ilFQXjA8JYn1obd14wemjteyDgtVc8yL/mcp"
    }
  }
}

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