Parkinson Volatility Engine Connector for AI agents.
3 live capabilities
Calculate precise intraday volatility using high-low price ranges
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Why people use Parkinson Volatility Engine
Fixing inaccurate volatility modeling with Parkinson
With this MCP, you stop guessing. You give your agent the high and low prices, and it immediately tells you the annualized volatility or how that movement compares to historical norms. You get the real story of the day's price action without the manual math.
What Vinkius changes
You turn raw price ranges into actionable volatility metrics through a single prompt.
Use it from Claude, ChatGPT, Cursor or another AI client you already have.
One account · 6,100+ Connectors
- Real-world use case 01
Detecting hidden intraday volatility
A trader notices a stock is quiet at the close, but asks their agent to use compare_volatilities to see if the intraday range suggests much higher actual movement.
- Real-world use case 02
Assessing market extremes
A risk manager asks their agent to check the volatility percentile rank to see if current market swings are at historical extremes.
- Real-world use case 03
Refining volatility models
A quant provides a list of daily highs and lows and asks the agent to run calculate_parkinson_volatility to get an annualized figure for a new asset.
Complete set · 3capabilities
The complete Parkinson Volatility Engine capability set.
These are the exact actions your AI can choose when you ask it to work with Parkinson Volatility Engine.
01—03
3 capabilities in this set.
Part of 3 available through Parkinson Volatility Engine.
- 01 Capability
Calculate parkinson volatility
Computes the annualized Parkinson volatility for a specific set of price data. This provides a more accurate view of market movement using high-low ranges.
- 02 Capability
Compare volatilities
Evaluates how current intraday volatility compares to end-of-day volatility. It helps you see if price swings are happening within the day or just at the close.
- 03 Capability
Get volatility context
Provides a comparative view of Parkinson volatility against standard close-to-close moves. It also returns the percentile rank to show how current levels compare to history.
Set up in minutes
One URL. Then ask Parkinson Volatility Engine to work.
Claude and ChatGPT only need the Connector URL. Copy it once, add it in settings, and use Parkinson Volatility Engine from the conversation.
Choose your client
Live previewAdvanced clients IDE · CLI
Claude · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp - Step 01
Open Connectors
In Claude Web or Claude Desktop, open Settings and choose Connectors.
- Step 02
Add the URL
Choose Add custom connector, name it Parkinson Volatility Engine, and paste the URL above.
- Step 03
Turn it on in chat
Select +, open Connectors, and enable Parkinson Volatility Engine for the conversation.
ChatGPT · Web + desktop
Connector URL · ready to paste
Streamable HTTPhttps://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp - Step 01
Open MCP settings
On desktop, open Settings and MCP servers. On web, open your workspace app or connector settings.
- Step 02
Add the URL
Choose Add server with Streamable HTTP, or create a custom MCP app, then paste the Parkinson Volatility Engine URL.
- Step 03
Save and start
Save the connection and enable Parkinson Volatility Engine in your conversation. Desktop may ask you to restart once.
Cursor · IDE configuration
Advanced setup
{
"mcpServers": {
"parkinson-volatility-calculator": {
"url": "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp"
}
}
} - Step 01
Open MCP Settings
Press Cmd+Shift+P (macOS) or Ctrl+Shift+P (Windows/Linux) → search "MCP Settings"
- Step 02
Add the server config
Paste the JSON configuration above into the mcp.json file that opens
- Step 03
Save the file
Cursor will automatically detect the new Connector
- Step 04
Start using Parkinson Volatility Engine
Open Agent mode in chat and ask: "Using Parkinson Volatility Engine, help me...". 3 tools available
VS Code Copilot · IDE configuration
Advanced setup
{
"mcpServers": {
"parkinson-volatility-calculator": {
"url": "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp"
}
}
} - Step 01
Create MCP config
Create a .vscode/mcp.json file in your project root
- Step 02
Add the server config
Paste the JSON configuration above
- Step 03
Enable Agent mode
Open GitHub Copilot Chat and switch to Agent mode using the dropdown
- Step 04
Start using Parkinson Volatility Engine
Ask Copilot: "Using Parkinson Volatility Engine, help me...". 3 tools available
Windsurf · IDE configuration
Advanced setup
{
"mcpServers": {
"parkinson-volatility-calculator": {
"url": "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp"
}
}
} - Step 01
Open MCP Settings
Go to Settings → MCP Configuration or press Cmd+Shift+P and search "MCP"
- Step 02
Add the server
Paste the JSON configuration above into mcp_config.json
- Step 03
Save and reload
Windsurf will detect the new server automatically
- Step 04
Start using Parkinson Volatility Engine
Open Cascade and ask: "Using Parkinson Volatility Engine, help me...". 3 tools available
Cline · IDE configuration
Advanced setup
{
"mcpServers": {
"parkinson-volatility-calculator": {
"url": "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp"
}
}
} - Step 01
Open Cline MCP Settings
Click the Connectors icon in the Cline sidebar panel
- Step 02
Add remote server
Click "Add Connector" and paste the configuration above
- Step 03
Enable the server
Toggle the server switch to ON
- Step 04
Start using Parkinson Volatility Engine
Ask Cline: "Using Parkinson Volatility Engine, help me...". 3 tools available
Claude Code · Terminal command
Advanced setup
claude mcp add parkinson-volatility-calculator --transport http "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp" - Step 01
Install Claude Code
Run npm install -g @anthropic-ai/claude-code if not already installed
- Step 02
Add the Connector
Run the command above in your terminal
- Step 03
Verify the connection
Run claude mcp to list connected servers, or type /mcp inside a session
- Step 04
Start using Parkinson Volatility Engine
Ask Claude: "Using Parkinson Volatility Engine, show me...". 3 tools are ready
Where the request belongs
Work Parkinson Volatility Engine can move forward.
This is built for quantitative researchers and traders who need more granular volatility data than standard closing prices provide.
Quantitative Trader
Uses the capability to identify intraday volatility spikes that standard models might miss.
Risk Manager
Monitors volatility percentile ranks to assess if current market regimes are shifting.
Options Researcher
Analyzes the ratio of intraday to end-of-day volatility to better understand price action.
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Before you connect
Questions about Parkinson Volatility Engine.
The practical details behind the request, access and result.
How does the Parkinson MCP improve my volatility analysis?
It uses the high and low prices of a period rather than just the closing price. This captures the actual range of movement, giving you a much more accurate view of intraday risk.
Can I use this Parkinson MCP to compare different volatility types?
Yes. You can compare the Parkinson volatility against standard close-to-close volatility to see how much of the price action is happening within the trading session.
How do I know if current volatility is an outlier using this MCP?
You can ask your agent to provide the volatility percentile rank. This tells you exactly where the current volatility stands compared to its historical distribution.
Does the Parkinson MCP work with any price data?
It works with any set of high and low price data you provide. Your agent will handle the annualization and the math automatically.
Can I use this Parkinson MCP in my existing trading workflow?
Yes. Since it is an MCP, you can connect it to your AI client like Claude or Cursor and use it as a capability to perform calculations during your research or monitoring.
One connection away
Give your agent a direct line to Parkinson Volatility Engine.
Connect Parkinson Volatility Engine once. Keep it beside 6,100+ managed Connectors when the next task needs more.
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