# Intermarket Spread Strategy AI Agent Connect

> Deterministic mean-reversion engine for trading commodity ratio spreads.

## Overview
- **Category:** finance
- **Price:** Free
- **Endpoint:** https://edge.vinkius.com/vk_preview_mLqUNkwlX3zgmhSsmnYmgmdZmdRfmo9xylnstkHu/ai-agent-connect
- **Tags:** commodities, futures, mean-reversion, quantitative, spread-trading

## Description

This MCP server provides a deterministic engine for trading the relative value between highly correlated commodity futures. By utilizing ratio-based z-scores, the engine identifies mean-reversion opportunities when the relationship between two assets deviates significantly from historical norms. Users can use `analyze_spread_signals` to generate daily trading signals, `get_historical_context` to retrieve established bounds and economic drivers, and `validate_liquidity_thresholds` to ensure sufficient market participation for safe execution.

## Tools

### analyze_spread_signals


### get_historical_context
get_historical_context

### validate_liquidity_thresholds
validate_liquidity_thresholds

## Prompt Examples

**Prompt:** 
```
Generate trading signals for a gold and silver spread using recent price and open interest data.
```

**Response:** 
```
Asset A (Gold) Price: 2350.00, Asset B (Silver) Price: 28.50, Spread Ratio: 82.46, Z-Score: -2.45, Signal: BUY, Fundamental Driver: Risk Sentiment.
```

**Prompt:** 
```
Check if the WTI and Brent oil pair is currently liquid enough to trade.
```

**Response:** 
```
The liquidity check for WTI and Brent is complete. Both assets meet the minimum Open Interest requirement of 10,000.
```

**Prompt:** 
```
What are the historical bounds for the gold/silver ratio?
```

**Response:** 
```
For the gold_silver pair, the 5-year minimum ratio spread is 55.0 and the maximum ratio spread is 95.0, driven by Risk Sentiment.
```

## Frequently Asked Questions

**What kind of trading signals does this server provide?**
The server uses `analyze_spread_signals` to generate BUY or SELL signals based on z-score deviations from a 50-day moving average of the ratio spread, filtered by correlation and liquidity.

**How does the engine ensure market liquidity?**
The engine uses `validate_liquidity_thresholds` to confirm that both assets in a pair have an Open Interest greater than 10,000 before a signal is considered valid.

**Can I retrieve historical data for specific commodity pairs?**
Yes, you can use `get_historical_context` to retrieve the minimum and maximum ratio spreads and the fundamental economic drivers for specific pairs like gold/silver or WTI/Brent.