# Futures Curve Riding Strategy AI Agent Connect

> Capture roll-down returns by identifying stable futures curves.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_T7TYScEZZc6TsN3xn9pPJgR28ShayV40tlomSlCg/ai-agent-connect
- **Tags:** futures, roll-down, yield-curve, quantitative-trading, risk-management

## Description

This MCP server provides deterministic tools to exploit the roll-down effect in futures markets. By analyzing the relationship between contract prices and curve stability, the server identifies optimal entry points for capturing gains as contracts move down the curve. Use `analyze_curve_opportunities` to find the best contract based on roll-down return and stability, `calculate_holding_parameters` to determine the optimal exit timing, and `get_curve_status` to monitor the health and volatility of the futures curve.

## Tools

### analyze_curve_opportunities
Identifies the most attractive contract to buy based on roll-down return and curve stability

### get_curve_status
Provides a snapshot of the current state of the futures curve

### calculate_holding_parameters
Determines the recommended duration to hold a specific contract and assesses risk

## Prompt Examples

**Prompt:** 
```
Find the best futures contract to buy right now based on current prices and curve stability.
```

**Response:** 
```
The optimal contract is March 2025 with a roll-down return of 1.45% and a curve stability of 1.2%. The recommended holding period is 15 days.
```

**Prompt:** 
```
Is the current futures curve stable enough to trade?
```

**Response:** 
```
The current curve stability is 1.8%, which is within the acceptable threshold of 2% for trading.
```

**Prompt:** 
```
How long should I hold the June contract given its current return and stability?
```

**Response:** 
```
For the June contract, the optimal holding period is 22 days with a Low risk level.
```

## Frequently Asked Questions

**What is the roll-down return?**
It is the theoretical gain achieved when a contract moves to the next position on the curve as time passes, assuming the curve shape remains stable.

**How does the server ensure liquidity?**
The `analyze_curve_opportunities` tool applies a filter to only suggest contracts with an Open Interest (OI) greater than 10,000.

**What determines the holding period?**
The `calculate_holding_parameters` tool determines the duration based on the contract's remaining days to expiration and the current curve stability.