TradingCalc MCP: Options, Forex, Risk Stats, Prediction Markets, On-Chain & Crypto Futures

Calculate net PnL, ROE, fees and gross profit/loss for a futures trade. Edge cases: entryPrice, exitPrice and size above zero; feeOpenPct and feeClosePct optional fractions from 0 to 0.05 (0.0002 is 0.02%). For inverse contracts size is USD contracts and results are in the bas...

Calculate the liquidation price for an isolated-margin futures position with one flat maintenance margin rate (mmr, which you supply from your exchange's tier), unless you use the tiered mode described below. The default is isolated: it does not model a cross account. To get a...

Calculate the break-even exit price that covers all trading fees: this alone, nothing else. Edge cases: entryPrice and sizeBase above zero; feeOpenPct and feeClosePct fractions from 0 to 0.05 (defaults 0.0002 and 0.0005). Fees only. Not covered: funding (use workflow.run_fundi...

Calculate the correct position size given a maximum risk in USDT and a stop-loss price. Edge cases: entryPrice, stopLoss and riskUsdt above zero; leverage above zero (default 1); fees 0 to 0.05; a fee and price combination that makes the risk denominator zero or negative is an...

Calculate the total funding cost (or income) for holding a perpetual futures position. Edge cases: sizeBase, entryPrice and days above zero; fundingRate a fraction per interval (0.0001 is 0.01%), either sign; intervalHours 0.25 to 24 (default 8); if funding exceeds the positio...

Calculate the weighted average entry price from multiple buy/sell fills (DCA): the bare number only, no breakeven or per-fill breakdown. Edge cases: symbol non-empty; at least one fill, each price and quantity above zero (size is accepted as quantity); leverage above zero is o...

Calculate the exact exit price needed to hit a target PnL or ROE percentage. Edge cases: entryPrice, leverage and sizeBase above zero; targetMode pnl or roe, targetValue any number; fees 0 to 0.05 (defaults 0.0002 and 0.0005); a target that cannot be reached from this position...

Run a scenario analysis: compute PnL for multiple price-change percentages at once. Edge cases: entryPrice and size above zero; at least one price change in percent; a change of -100 or less is refused for inverse contracts and exactly -100 is allowed for linear only; fees opt...

Calculate the maximum leverage that keeps a position within a drawdown limit, from account size, max acceptable drawdown, and asset daily volatility. Edge cases: accountSize and volatilityPct above zero; maxDrawdownPct above 0 and at most 100; mmr 0 to 0.1 (default 0.005). A p...

Calculate the short perpetual futures position size needed to hedge a spot holding. Default USDT-linear: sizes and costs in USD. With contractType "inverse" (coin-margined, needs entryPrice) the short is the same USD contracts and margin and funding come back in the base coin....

Calculate funding rate arbitrage profit: annualized yield, net profit, and breakeven days for a long/short basis trade across two exchanges: the bare numbers only, no plain-English verdict. For the same math plus a profitable/marginal/loss verdict, use workflow.run_carry_trade...

Project capital growth from reinvesting perpetual futures funding income (compounding carry). Edge cases: initialCapital above zero; fundingRatePct in percent per interval (0.01 is 0.01%), either sign; intervalHours a whole number that divides 24 (1, 2, 3, 4, 6, 8, 12 or 24, d...

Full pre-trade decision card: orchestrates position sizing, breakeven, liquidation, and funding cost in one call. Edge cases: entry_price, leverage above zero; account_balance 0 or more; give desired_size, or stop_loss together with risk_pct, otherwise an error; funding_rate i...

Full risk:reward analysis: takes a trade with entry, stop, AND target (all three). Calculates R:R ratio, position size, liquidation price, breakeven, and P&L at both stop and target. Returns a verdict label, strong (3:1+) / good (2:1+) / marginal / poor, which grades the R:R r...

Aggregates risk across multiple open positions in one call: total notional, total P&L, total margin in use, margin usage as a % of account balance (if given), and which single position sits closest to liquidation. Each position is computed through the same canonical PnL/liquid...

DCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Each fill is { price, size } here (primitive.average_entry calls the same field quantity). Compared with primitive.average_entry, this one adds output fo...

Should-I-average-down check: for an already-open position, compares adding more at a worse price against the always-available alternative of buying the same final total size fresh at today's price. Returns the new blended average entry, liquidation price and breakeven (before...

Scale-out planner: P&L, ROI, and cumulative P&L for each partial exit level. Edge cases: entry_price and total_size above zero; 2 to 10 exits, each price above zero and pct above 0 and at most 100, the pct values summing to at most 100 (less than 100 leaves the rest open); fee...

Delta-neutral carry trade (funding arbitrage) analysis, with a profitable/marginal/loss verdict on top of the same math primitive.funding_arb uses. Compared with primitive.funding_arb, this one adds output for the case where a plain-English verdict is wanted, not just the raw...

Price move needed to cover funding cost + fees over a holding period. Edge cases: entry_price, size and hold_hours above zero; funding_rate is a decimal per funding interval (0.0001 is 0.01%), either sign; funding_interval_hours 0.25 to 24 (default 8); fees are fractions from...

Profit or loss on a spot crypto trade (coins bought and sold outright, no leverage, no funding) after both fees. Give exactly one of investment (total cash spent, buy fee included) or quantity (coins bought). Each fee is a fraction of that fill's trade value (0.001 = 0.1%): th...

Dollar-cost averaging on a spot coin: the same cash amount bought at each of a list of prices (no leverage, no funding). Returns the coins held, total invested, the average price paid (below the plain average of the prices, because equal cash buys more coins when the price is...

Real entry price of a spot coin bought and sold in several trades: moving average cost, trades in the order they happened, each with its own fee (no leverage, no funding). The buy fee is part of the cost basis; a sale removes coins at the current average and never changes the...

The sell price that makes a target ROI or a target profit on a spot trade after both fees: the inverse of workflow.run_crypto_profit. Give exactly one of targetRoiPct (a fraction, 0.25 = 25%, negative for a stop price, above -1) or targetProfit (money; needs investment or quan...

Present value of a future lump sum, a level payment stream, or both: what money received later is worth today at a discount rate. annualRate is a fraction (0.05 = 5%) split into periodsPerYear equal periods the nominal way (rate per period = annualRate / periodsPerYear); years...

Future value of a starting sum, regular contributions, or both, grown at a fixed rate: what savings or an investment reach after a number of years. annualRate is a fraction (0.07 = 7%) split into periodsPerYear equal periods the nominal way (rate per period = annualRate / peri...

Net present value of a list of cash flows at a discount rate per period. The first flow is at time 0 and is NOT discounted (the usual textbook NPV; a spreadsheet NPV() function discounts the first value one period, so its result is this one divided by 1 + rate). Money received...

Internal rate of return: the rate per period at which the NPV of a list of cash flows is zero (first flow at time 0). The flows need at least one outflow and one inflow. One sign change in the flows (all outflows first, then all inflows) gives exactly one answer, returned as i...

Compound annual growth rate between a beginning and an ending value over a number of years: the constant yearly rate that turns one into the other, (ending / beginning)^(1 / years) - 1. A smoothed average: it hides the path and the volatility in between, and it says nothing ab...

Convert an APR (nominal yearly rate) to an APY (effective yearly rate) or back, for a compounding you choose. APY = (1 + APR / m)^m - 1 for m periods a year, e^APR - 1 when continuous. The same APY is a different APR at every compounding frequency, so the frequency is required...

Price of a plain fixed-rate bond on a coupon date, with Macaulay duration, modified duration, convexity and DV01. Price = sum of the coupons and the face value discounted at the yield per period (yield / frequency), clean price, no accrued interest, so years x frequency must b...

Pump.fun-style bonding curve calculator: exact tokens received for a buy, price impact, and graduation progress. Pure constant-product math (Uniswap V2 style) using pump.fun's official virtual-reserve constants: no live lookup needed, works for any token still on the curve (no...

Impermanent loss for a liquidity-pool position: compares providing liquidity against simply holding the same tokens, at a manually-supplied entry and current price. Two modes: full_range (standard 50/50 constant-product pool, the textbook 2*sqrt(k)/(1+k)-1 closed form) or conc...

Payoff, P&L, and breakeven price for a single-leg Deribit BTC/ETH option (long or short call/put) at a given scenario price at expiry. Deribit BTC/ETH options are coin-settled: premium, P&L, and the max profit/loss caps come back denominated in the base coin (BTC/ETH), not USD...

Theoretical European option price and Greeks (delta, gamma, theta, vega, rho) from Black-Scholes, given manual spot/strike/days-to-expiry/volatility/risk-free-rate inputs plus an optional continuous dividend yield for stocks and ETFs (the implied-volatility and option-chain to...

First and second order Greeks of a European option from Black-Scholes-Merton, manual inputs only (no live data): everything workflow.run_black_scholes returns (price, delta, gamma, vega, theta, rho) plus the higher-order Greeks vanna, vomma (volga), charm, veta, speed, zomma a...

Payoff, P&L, and both breakeven prices for a long or short straddle/strangle (a call + a put on the same Deribit BTC/ETH underlying, both legs the same direction) at a scenario price. A straddle is callStrike === putStrike; any callStrike > putStrike makes it a strangle, same...

Covered call (long the coin + short a call against it, for yield) or protective put (long the coin + long a put, for downside insurance) on a Deribit BTC/ETH position. Returns the standard annualized-yield metric (premium ÷ 1 coin, annualized by 365/daysToExpiry) up front: tha...

Payoff, breakeven(s), and max profit/loss for a Deribit BTC/ETH vertical spread (2 legs, same option type, opposite direction, e.g. a bull call spread) or an iron condor/butterfly (4 legs: 2 calls + 2 puts) at a scenario price. Coin-settled, and the max profit/loss are genuine...

Solves for the volatility that makes Black-Scholes reproduce an observed option price (Newton-Raphson with a bisection fallback for cases where vega is too flat to converge, e.g. deep ITM/OTM or very short-dated). Checks the price against its no-arbitrage bounds first and refu...

Probability that the price touches a barrier (a target or a stop level) at ANY time within N days, under geometric Brownian motion (reflection principle with drift). This is not the probability of finishing beyond the level at expiry: at zero log-drift a touch is exactly twice...

Price of an AMERICAN put or call (exercisable on any day up to expiry) on a Cox-Ross-Rubinstein binomial tree with early exercise checked at every node, with a continuous dividend yield. Use it for stock and ETF style options; crypto options on Deribit and Binance are European...

Cash-secured put on a US stock or ETF, in US dollars with the standard 100-share contract (NOT Deribit and not coin-settled): you sell puts and hold the cash to buy the shares if they are assigned. Returns the premium income, the cash held as collateral (strike x 100 x contrac...

Profit and loss at expiry for a US-style equity, ETF or index option position built from 1 to 4 option legs, in US dollars with the standard contract multiplier of 100 shares (NOT Deribit and not coin-settled: for BTC/ETH options on Deribit use workflow.run_spread_payoff or wo...

Ranks option strategies for a price forecast and a volatility view. You give the spot price, the price you expect at expiry, days to expiry and the market implied volatility; optionally your own volatility forecast (default: the market's, so the view is on price only). Every s...

Theoretical fair value for a time-windowed crypto up/down contract (the shape ADI Predictstreet and Kalshi-style daily crypto markets use: pays out based on whether the settlement price finishes at/above or below a reference price pinned at window open, by a fixed close time):...

Value of 1 pip for a given forex pair and position size, in that pair's own quote currency (e.g. EUR/USD's pip value comes back in USD, USD/JPY's in JPY): no live FX rate needed, since a pair's pip value is naturally denominated in its own quote currency. Pip size is 0.0001 fo...

Free margin and margin level % from account equity and used margin: equity/usedMargin*100, the same stop-out proximity metric every forex platform shows. Returns null (not Infinity) when usedMargin is 0, meaning no open position. Edge cases: equity above zero, usedMargin zero...

Breakeven price for a forex position accounting for spread and round-trip commission, in pips and in price. Commission is quoted per standard lot (100,000 units) and expressed in the pair's own quote currency; because both commission and pip value scale with lot size, the comm...

Profit or loss for a closed or hypothetical forex trade, in pips and in the pair's own quote currency, long or short. Precious-metal pairs (XAU, XAG, XPT, XPD) are refused with an error, because their pip and lot size differ by broker. Edge cases: entryPrice, exitPrice and uni...

Risk and reward distance in pips from entry/stop/target, and the resulting ratio (reward/risk): a raw number, not a verdict. ratio is null when the stop sits exactly at entry (no risk distance), and also when validSetup is false (stop/target on the wrong side of entry for the...

PnL across a range of hypothetical price moves (in pips, signed by actual price direction, not pre-adjusted for side), for a single forex position size, long or short. Precious-metal pairs (XAU, XAG, XPT, XPD) are refused with an error, because their pip and lot size differ by...

Fibonacci retracement and extension price levels from a swing high and low, for any asset (forex, stocks, crypto): retracement 0, 23.6, 38.2, 50, 61.8, 78.6 and 100 percent and extension 127.2, 161.8, 200 and 261.8 percent, as prices. direction "up" measures a rise from the lo...

Size-weighted (arithmetic) average entry price across multiple forex fills. Edge cases: at least 1 fill; every price and units above zero; pair is BASE/QUOTE with two different ISO 4217 codes (a metal such as XAU/USD is accepted here because no pip is needed). The average is w...

Notional and margin required for a forex position, in the pair's own quote currency: no live FX rate needed. The live variant is workflow.run_forex_margin_required_live, which applies when the account currency differs from the pair's quote currency. Edge cases: units, price an...

Converts an amount between currencies using a manually supplied rate: no live data fetch. The live variant is workflow.run_forex_currency_converter_live, which has the rate fetched automatically. Edge cases: rate above zero; amount may be zero or negative (it is converted as g...

Total swap/rollover cost (or credit) for holding a forex position overnight, in the pair's own quote currency: no live FX rate needed. Swap rates are broker-set with no free live feed available, so swapPerLotPerNight is always a manual input (quoted per standard lot, matching...

Correlation coefficient and minimum-variance hedge ratio between two price series of matching length, computed on daily % returns (not raw price levels, which would give spuriously high correlation between two unrelated but both-trending series). hedgeRatio follows Hull's stan...

Parametric Value at Risk (VaR) and Conditional VaR / Expected Shortfall (CVaR), the variance-covariance method (assumes normally distributed returns), plus Modified VaR (Cornish-Fisher skew/kurtosis correction, Boudt/Peterson/Croux) when a return series is supplied. Supply eit...

Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction, computed in its lag-1 form rather than the full multi-lag sum (the naive sqrt(periods_per_year) scaling overstates or understates the true annualized Sharpe when returns are autocorrelated), plu...

Hurst exponent via rescaled-range (R/S) analysis: is this return/price series trending/persistent (H>0.5, a move tends to be followed by a move in the same direction), mean-reverting/anti-persistent (H<0.5), or consistent with a random walk (H~0.5)? Edge cases: at least 32 val...

Engle-Granger two-step cointegration test for a pair of price series: do they share a long-run equilibrium relationship (their spread is stationary/mean-reverting)? The standard pairs-trading signal test. Returns the cointegrating regression's hedge ratio (beta) and an ADF t-s...

Core risk/return tearsheet from a single return series: annualized return (compounded, not linear) and volatility, Sharpe (plain + Lo 2002-corrected + Pezier-White skew/kurtosis-adjusted), Sortino, max drawdown, Calmar ratio, the drawdown-ratio cluster (Ulcer Index/Martin rati...

GARCH(1,1) volatility model, fit by maximum likelihood on a return series: estimates omega/alpha/beta (the variance-persistence parameters) and forecasts next-period volatility. Edge cases: at least 50 returns; a flat series is an error; non-finite values are refused. Output i...

Risk-parity (equal or custom risk contribution) portfolio weights for N assets: given a covariance matrix (or N return series to compute one from), finds long-only weights where each asset contributes its target share of total portfolio risk. Edge cases: give either returns (a...

Deflated Sharpe Ratio (Bailey & Lopez de Prado): given how many strategy variants you tried (and how correlated they are), what Sharpe ratio would the *best of N* clear by luck alone, and does your actual strategy still clear that higher bar? Edge cases: returns at least 3; gi...

Kelly growth-security frontier (MacLean, Ziemba & Blazenko 1992): for a strategy compounding at a fraction lambda of full Kelly, the probability wealth ever falls to a fraction alpha of its starting value is P = alpha^(2/lambda-1). Provide either lambda_fraction (to compute th...

Return "unsmoothing" for infrequently-marked/illiquid or appraisal-based series: Getmansky-Lo-Makarov (2004) MA(2) smoothing index plus Blundell-Ward (1987) AR(1) volatility inflation, two complementary models answering "this return series looks smoother than it really is; wha...

Extreme Value Theory tail risk (Peaks-Over-Threshold): fits a Generalized Pareto Distribution to the losses beyond a high threshold via Grimshaw's (1993) profile-likelihood MLE, then extrapolates VaR/Expected Shortfall at the requested confidence, without assuming a normal dis...

Monte Carlo simulation of a portfolio: geometric Brownian motion with a contribution (or withdrawal) at the end of every step, up to 10,000 paths (paths x steps at most 5 million), deterministic for a given seed. Returns the spread of final values (percentiles 5 to 95, mean wi...

Event study with a placebo: is the average return after your events (a listing, an unlock, a signal firing) different from the average return of the same window started on random non-event dates? Give event_returns and placebo_returns in the same units; optional event_tickers...

Order-book "walk the book" impact/capacity: given order-book levels (price, size in base-asset units) and EITHER a target notional or an impact budget in bps, computes VWAP and price impact for that size, or (via bisection) the largest notional that stays inside the impact bud...

Market Profile open analysis: where and how price opened vs the prior session value area. Use for "how did BTC open today?" / "what does the open imply for the session?". Returns: open_location, open_type (OD/OTD/ORR/OAIR) with description/implication, confidence, key_levels (...

Market Profile day-type classifier: trend / balance / neutral_trend / normal / normal_var, from TPO, initial balance, range extension and value migration. Use for "is this a trend day or a balance day?". Returns: structure (the day-type label), description, bias, key_signals,...

Market Profile value-area migration across sessions: is value migrating up, down, or overlapping (directional conviction vs balance)? Use for "is value moving higher day over day?". Returns: state, direction, migration_pct, key_levels (current vs. prior session VAH/VAL/VPOC),...

Market Profile breakout acceptance: did price accept (hold) beyond the value area / range, or reject back inside (fakeout)? Optional buy/sell delta. Use for "did the break above VAH get accepted?". Returns: state, accepted (boolean), direction, confidence, key_levels (VAH/VAL/...

Token rug-pull MECHANISM check for a Solana token (mint address): can the deployer still mint supply, freeze wallets, pull liquidity, swap metadata, or has RugCheck flagged a known scam pattern (e.g. copycat token)? Fetches live facts from RugCheck (GoPlus as fallback) and ret...

Live price-impact quote for a Solana token swap: routed through Jupiter (the same aggregator real swaps use) across every pool it knows about, not a single-pool estimate. Works in both directions: side "sell" (default) sells a token into USDC or SOL, side "buy" spends USDC or...

Compares two tokens' live market caps (Solana or any of 5 EVM chains; the two tokens can be on different chains) and projects what an investment would be worth if the first token's market cap matched the second's. Narrative-agnostic ("if X reaches Y's market cap"): works for a...

Live variant of workflow.run_impermanent_loss: fetches each token's current live USD price (Solana or any of 5 EVM chains) and derives currentPrice as their ratio, instead of it being supplied manually. entryPrice stays a manual, historical input (a fact the caller must supply...