How does Parkinson volatility differ from standard volatility?

Parkinson volatility uses the high and low prices of a period, whereas standard volatility typically relies on closing prices. This allows it to capture more intraday movement.

Which AI clients can use this MCP?

You can use this MCP with any compatible client, including Claude, Cursor, Windsurf, and VS Code.

Do I need to host the MCP myself?

No, Vinkius hosts and manages the MCP for you. You just connect your client and start using the capabilities.

Can I calculate annualized volatility?

Yes, the calculate_parkinson_volatility capability is designed to provide annualized figures based on your provided data.

What is the purpose of the volatility ratio?

The ratio helps you understand the relationship between intraday movement and end-of-day movement across different timeframes.

What is Parkinson volatility?

Parkinson volatility is a measure of historical volatility that uses the high and low prices of an asset within a period, providing a more efficient estimate than standard close-to-close volatility.

How does this compare to close-to-close volatility?

Parkinson volatility uses the intraday range, making it more sensitive to price swings within a period. You can use compare_volatilities to see the ratio between Parkinson and close-to-close volatility.

Can I calculate volatility for different timeframes?

Yes, you can specify different lookback periods in the capabilities to evaluate volatility across various timeframes.

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Connect Parkinson Volatility Calculator to your AI

Set it up once and it works in ChatGPT, Claude, Cursor, and any other client you love. It all runs safely in the background, so you can relax and focus on what really matters. Get precise intraday volatility metrics using high-low price ranges.

Ask AI about this Connector

Developed, maintained, and hosted by Vinkius.

MCP VERIFIED · PRODUCTION READY · VINKIUS GUARANTEED

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Works with modern AI clients that support MCP, including ChatGPT, Claude, Cursor, and more.

Your AI does the work. We keep it safe and sound.

No other AI tool gives you this. Your workflow runs in the client you already love, your account stays protected, and you decide what the agent can and cannot do. It is the whole reason to make the switch.

Each Connector lives inside our infrastructure, the same place where your workflow runs. The three things below are already part of it, working quietly in the background so you never have to think about them. Nothing to add, nothing to set up, nothing to worry about.

V8 Isolate01

Each Connector runs inside its own sealed environment.

Each Connector runs inside its own sealed V8 runtime — no access to your files, your system, or other servers. A Connector never sees past its own request.

Kill Switch02

One switch stops every agent. Instantly.

One action deactivates every Connector, revokes every token, and ends every session at once. AI Governance keeps the record.

FinOps per User03

Spending limits that pause instead of surprise.

Every user keeps their own connections and credentials, isolated from everyone else. Anything that would cross your spending limit is held for your approval, not billed.

Three controls, built into the layer your AI connects through.

Curated set · 3 capabilities

We ship only the actions that matter.

Capability set01 / 01

01-03

3 capabilities in this set.

Part of 3 available through Parkinson Volatility Engine.

01
Compare volatilities
This capability compares current Parkinson intraday volatility against end-of-day close-to-close volatility across various timeframes.
02
Calculate parkinson volatility
This capability performs direct annualized Parkinson volatility calculations for any specific set of price data you provide.
03
Get volatility context
This capability provides a comparative view by checking Parkinson volatility against standard close-to-close moves and their percentile ranks.

Real work

What teams actually run

Detecting Intraday Spikes

Identify when price movement within a single day is significantly higher than the trend between closing prices.

Regime Identification

Use percentile ranks to see if the market is currently in a high or low volatility state.

Model Validation

Compare Parkinson volatility against standard models to check for measurement gaps.

Parameter Tuning

Feed calculated volatility numbers into your trading logic to adjust position sizing.

One connector, every AI

Parkinson Volatility Engine works with the most popular AI clients.

These are the most popular clients, each with a step-by-step guide: one link, set up once, with governance and visibility built in. And because everything runs on the MCP standard, the same connection also works in any other compatible client — nothing to rebuild.

Building your own app? The connector is yours to use.

You don't need a client to put Parkinson Volatility Engine to work: the same hosted connection plugs into your own applications and agent code, with the same governance on every request. Build with it, chat with it — one connection for both.

Observed, not estimated

895ms average. Fast in production.

Parkinson Volatility Engine is checked daily against the live service.

Daily averagePeak 989ms

Oct 3Today

Fastest day: 725ms
Slowest day: 989ms
14-day trend: Stable+2%

Connect your client

One URL. Every client.

Activate the Connector, copy your link, and paste it into the client you already use. 3 capabilities arrive ready to run.

Preview access · not provider authentication

The vk_preview_* token belongs to Vinkius preview infrastructure. It lets Claude discover and display the capabilities of Parkinson Volatility Engine, so you can see the experience inside your AI.

It does not authenticate your account with Parkinson Volatility Engine. Actions requiring credentials or live account data may not run until you activate the Connector and authorize the service.

Parkinson Volatility Engine Connector

You're all set. Choose your MCP client and follow the setup instructions.

Connector linkhttps://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp

Claude Desktop

Follow the steps below to connect in seconds.

1In Claude Desktop, open Settings → Connectors.
2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
3Click Add and start a new chat — Parkinson Volatility Engine capabilities are ready to use.

Configuration · claude_desktop_config.jsonCopy

{
  "mcpServers": {
    "parkinson-volatility-calculator-mcp": {
      "url": "https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp"
    }
  }
}

Claude
ChatGPT
Cursor
VS Code
Windsurf
Claude Code
JetBrains
Cline

Step-by-step instructions for each client are in the guide. How to connect

Guided setup for Claude? Set up Parkinson Volatility Engine in Claude and other AIs

See all the AI clients this connector works with ↑

Who it's for

Built for the work Parkinson Volatility Engine owners hand off.

This MCP is built for quantitative professionals who need to move beyond simple close-to-close volatility models.

01
Quantitative Analysts
They hand off raw price data to the AI to generate precise volatility metrics.
02
Algorithmic Traders
They use the capability to identify intraday volatility spikes for execution logic.
03
Risk Managers
They use percentile ranks to determine if current market volatility is an outlier.

FAQ

Questions Parkinson Volatility Engine owners ask.

01
How does Parkinson volatility differ from standard volatility?
Parkinson volatility uses the high and low prices of a period, whereas standard volatility typically relies on closing prices. This allows it to capture more intraday movement.
02
Which AI clients can use this MCP?
You can use this MCP with any compatible client, including Claude, Cursor, Windsurf, and VS Code.
03
Do I need to host the MCP myself?
No, Vinkius hosts and manages the MCP for you. You just connect your client and start using the capabilities.
04
Can I calculate annualized volatility?
Yes, the calculate_parkinson_volatility capability is designed to provide annualized figures based on your provided data.
05
What is the purpose of the volatility ratio?
The ratio helps you understand the relationship between intraday movement and end-of-day movement across different timeframes.
06
What is Parkinson volatility?
Parkinson volatility is a measure of historical volatility that uses the high and low prices of an asset within a period, providing a more efficient estimate than standard close-to-close volatility.
07
How does this compare to close-to-close volatility?
Parkinson volatility uses the intraday range, making it more sensitive to price swings within a period. You can use compare_volatilities to see the ratio between Parkinson and close-to-close volatility.
08
Can I calculate volatility for different timeframes?
Yes, you can specify different lookback periods in the capabilities to evaluate volatility across various timeframes.

Explore

More in Finance

Connect Parkinson Volatility Engine to Claude, Cursor, ChatGPT & more

Your AI does the work. We keep it safe and sound.

Each Connector runs inside its own sealed environment.

One switch stops every agent. Instantly.

Spending limits that pause instead of surprise.

We ship only the actions that matter.

01-03

Compare volatilities

Calculate parkinson volatility

Get volatility context

What teams actually run

Detecting Intraday Spikes

Regime Identification

Model Validation

Parameter Tuning

Building your own app? The connector is yours to use.

Parkinson Volatility Engine Connector

Claude Desktop

Quantitative Analysts

Algorithmic Traders

Risk Managers

How does Parkinson volatility differ from standard volatility?

Which AI clients can use this MCP?

Do I need to host the MCP myself?

Can I calculate annualized volatility?

What is the purpose of the volatility ratio?

What is Parkinson volatility?

How does this compare to close-to-close volatility?

Can I calculate volatility for different timeframes?

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