MCP For Claude Marketplace
Volatility Targeting Strategy

Volatility Targeting Strategy MCP Connector for Claude

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A deterministic risk-management engine that adjusts position sizes to maintain constant portfolio volatility.

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

This MCP server provides a deterministic risk-management engine designed to maintain a constant level of portfolio volatility. By using the calculate_position_sizing tool, users can determine optimal capital allocation based on historical price series and target volatility. The engine also includes get_volatility_metrics to analyze the current risk environment and validate_risk_constraints to ensure all positions remain within predefined safety limits, such as leverage caps and volatility-based stop-losses.

volatilityposition-sizingrisk-managementleveragetrading-strategy

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

calculate_position_sizing

Determines the optimal capital allocation and trade signals for a specific point in time based on volatility metrics

get_volatility_metrics

Provides a summary of the current risk environment and the relationship to the target

validate_risk_constraints

Checks if the current position size and volatility levels violate the safety parameters of the strategy

See how to talk to your AI agent using Volatility Targeting Strategy.

Calculate my position size for a capital of 100,000 with a target volatility of 15% and current volatility of 10%.

Your optimal position size is 150,000 with a leverage factor of 1.5.

What is the current volatility ratio if my target is 15% and current volatility is 30%?

The volatility ratio is 2.0, and the leverage factor is 0.5.

Check if my current position is safe with a leverage of 2.5 and target volatility of 15%.

The position violates risk constraints because the leverage exceeds the maximum cap of 2.0.

The engine uses the `calculate_position_sizing` tool to divide the target volatility by the current historical volatility to find a leverage factor, which is then applied to your total capital.

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