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Vinkius

Rogers-Satchell Volatility Calculator Connector for AI agents.

3 live capabilities

Calculate drift-independent volatility for financial assets

Live agent request Rogers-Satchell Volatility Calculator / Connector

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AI Agent

Why people use Rogers-Satchell Volatility Calculator

Fixing biased volatility estimates with Rogers-Satchell

With this MCP, you just hand the raw price data to your agent. It handles the heavy lifting of the Rogers-Satchell math, giving you a drift-independent number that actually reflects market movement rather than just direction.

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

What Vinkius changes

You provide price data and get back mathematically robust volatility metrics.

Use it from Claude, ChatGPT, Cursor or another AI client you already have.

One account · 6,100+ Connectors

  1. Real-world use case 01

    Analyzing trending stocks

    A trader asks their agent to calculate volatility for a stock in a massive bull run.

  2. Real-world use case 02

    Comparing risk models

    A quant needs to know if the Parkinson model is underestimating risk.

  3. Real-world use case 03

    Detecting volatility spikes

    A risk manager wants to know if today's movement is unusual.

Complete set · 3capabilities

The complete Rogers-Satchell Volatility Calculator capability set.

These are the exact actions your AI can choose when you ask it to work with Rogers-Satchell Volatility Calculator.

Capability set01 / 01

01—03

3 capabilities in this set.

Part of 3 available through Rogers-Satchell Volatility Calculator.

  1. 01 Capability

    Calculate rs volatility

    Calculates the deterministic Rogers-Satchell volatility for a specific price series. It provides a robust measure that ignores price drift.

  2. 02 Capability

    Calculate volatility comparison

    Compares Rogers-Satchell results against Parkinson and Garman-Klass models. This helps you see how different estimators interpret the same data.

  3. 03 Capability

    Get volatility percentile

    Finds the percentile rank of recent volatility within a historical window. It shows if current market movement is extreme or normal.

Set up in minutes

One URL. Then ask Rogers-Satchell Volatility Calculator to work.

Claude and ChatGPT only need the Connector URL. Copy it once, add it in settings, and use Rogers-Satchell Volatility Calculator 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_N4jLFPSx7eO4lHHqyXSriTtbGeoa20SD4BTzI19F/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 Rogers-Satchell Volatility Calculator, and paste the URL above.

  3. Step 03

    Turn it on in chat

    Select +, open Connectors, and enable Rogers-Satchell Volatility Calculator for the conversation.

Where the request belongs

Work Rogers-Satchell Volatility can move forward.

Built around the request

Quantitative analysts and risk managers who need reliable volatility measures that don't fail during trending markets.

01

Quantitative Researcher

Uses the MCP to quickly test different volatility models against new datasets during model validation.

02

Risk Manager

Checks real-time volatility percentiles to see if current market movements are outliers.

03

Algorithmic Trader

Integrates drift-independent volatility estimates into strategy backtesting to avoid skewed risk parameters.

Bring your own AI

Change the model, client or framework. Keep Rogers-Satchell Volatility connected.

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  • ChatGPT
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Before you connect

Questions about Rogers-Satchell Volatility.

The practical details behind the request, access and result.

How does the Rogers-Satchell MCP handle trending markets?

It uses a drift-independent formula that separates price direction from actual volatility, ensuring your risk estimates stay accurate even when prices are moving strongly in one direction.

Can I use this Rogers-Satchell MCP to compare different risk models?

Yes, you can ask your agent to compare the Rogers-Satchell results against other common estimators like Parkinson or Garman-Klass to see how they differ for your specific data.

How do I know if current volatility is an outlier using this MCP?

You can use the percentile capability to compare the most recent volatility value against a historical window, which tells you exactly where the current movement ranks.

What kind of data does the Rogers-Satchell MCP need?

The MCP requires OHLC data, which includes the Open, High, Low, and Close prices for each period in your series.

Can I use this Rogers-Satchell MCP with Claude or Cursor?

Yes, as long as your client is MCP-compatible, you can connect this to Claude, Cursor, Windsurf, or VS Code to perform these calculations.

One connection away

Give your agent a direct line to Rogers-Satchell Volatility.

Connect Rogers-Satchell Volatility once. Keep it beside 6,100+ managed Connectors when the next task needs more.

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