# Futures Event-Driven Strategy AI Agent Connect

> Identify volatility mispricing in futures markets using historical event data.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_wV9oPGgmZglXcJii975tH3QH9KSC0Q170XJcwG9Y/ai-agent-connect
- **Tags:** futures, volatility, event-driven, options, macro

## Description

This MCP server provides a deterministic engine for trading scheduled market events like OPEC meetings, EIA inventory reports, and USDA planting reports. By comparing the market's expected move (derived from implied volatility) against historical price movements, the engine identifies volatility mispricing. Use `analyze_event_opportunity` to detect if an upcoming event warrants a volatility straddle, or `calculate_event_statistics` to understand the historical probability and directional bias of specific event types.

## Tools

### analyze_event_opportunity
Evaluates if a specific upcoming event presents a tradable volatility or directional opportunity

### calculate_event_statistics
Quantifies the historical reliability and characteristics of a specific event type

### validate_market_conditions
Ensures the current market environment meets minimum liquidity and data integrity requirements

## Prompt Examples

**Prompt:** 
```
Analyze the upcoming OPEC meeting for oil futures.
```

**Response:** 
```
The OPEC meeting on 2024-11-15 shows an expected move of $2.50, while the historical average move is $4.00. Signal: BUY_VOLATILITY. Position size: 10 contracts.
```

**Prompt:** 
```
Is there a volatility opportunity for the next EIA inventory report?
```

**Response:** 
```
The EIA inventory report is scheduled for 2024-11-20. The expected move is $1.20 and the historical average is $1.10. Signal: NO_SIGNAL.
```

**Prompt:** 
```
What is the historical directional bias for USDA planting reports?
```

**Response:** 
```
The historical directional bias for USDA_PLANTING events is 0.05, indicating a slight upward tendency on the event day.
```

## Frequently Asked Questions

**What kind of events can I analyze?**
You can analyze scheduled macroeconomic and industry events such as `OPEC_MEETING`, `EIA_INVENTORY`, `USDA_PLANTING`, and `FED_INTEREST_RATE` using the `analyze_event_opportunity` tool.

**How is the volatility signal generated?**
The engine compares the current expected move (calculated from implied volatility) to the historical average move. A `BUY_VOLATILITY` signal is issued when the expected move is significantly lower than historical norms, suggesting underpriced risk.

**What are the liquidity requirements for a trade?**
To ensure sufficient liquidity, the strategy requires an option open interest greater than 500 contracts, which can be verified using `validate_market_conditions`.