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Vinkius

Parkinson Volatility Engine Connector for AI agents.

3 live capabilities

Calculate precise intraday volatility using high-low price ranges

Live agent request Parkinson Volatility Engine / Connector

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AI Agent

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.

  • Claude
  • ChatGPT
  • Gemini
  • Cursor
  • Visual Studio Code
  • Windsurf

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

  1. 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.

  2. 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.

  3. 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.

Capability set01 / 01

01—03

3 capabilities in this set.

Part of 3 available through Parkinson Volatility Engine.

  1. 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.

  2. 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.

  3. 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 preview
Advanced clients IDE · CLI

Claude · Web + desktop

Official guide ↗

Connector URL · ready to paste

Streamable HTTP
https://edge.vinkius.com/vk_preview_WR1bGWyV6onf9620HA9I7uZQJpeCoOWDELoqGMlH/mcp
  1. Step 01

    Open Connectors

    In Claude Web or Claude Desktop, open Settings and choose Connectors.

  2. Step 02

    Add the URL

    Choose Add custom connector, name it Parkinson Volatility Engine, and paste the URL above.

  3. Step 03

    Turn it on in chat

    Select +, open Connectors, and enable Parkinson Volatility Engine for the conversation.

Where the request belongs

Work Parkinson Volatility Engine can move forward.

Built around the request

This is built for quantitative researchers and traders who need more granular volatility data than standard closing prices provide.

01

Quantitative Trader

Uses the capability to identify intraday volatility spikes that standard models might miss.

02

Risk Manager

Monitors volatility percentile ranks to assess if current market regimes are shifting.

03

Options Researcher

Analyzes the ratio of intraday to end-of-day volatility to better understand price action.

Bring your own AI

Change the model, client or framework. Keep Parkinson Volatility Engine connected.

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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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