Finturb MCP

MCP Server

mcp-remote

We design and operate proprietary signal systems that turn noisy market, macro, and media data into structured, calibrated intelligence — exposed through web dashboards, a Signals API, and a public MCP server any AI assistant can reason over directly. The eight pillars Every product above reads from the same nightly signal pipeline (00:05–04:05 UTC) organised into eight analytic pillars: Composite risk monitor — 0–100 regime score with AR / turbulence / GDELT decomposition, extended by a 4-way liquidity gate. Financial turbulence — cross-asset covariance regime with Markov transition probabilities. Systemic fragility — three-tier Absorption Ratio alerts plus per-asset PC1 / PC2 eigenvector history. Media sentiment — GDELT-derived tone, volume, and outliers across 27+ assets plus a global geopolitical tension gauge. Global liquidity — GLI composite with policy / private-sector / cross-border sub-indices and regional breakdown. Statistical arbitrage — 550+ security scanner for oversold and overbought mean-reversion candidates. AI-generated intelligence — cross-pillar briefings and narrative commentary, clearly flagged as synthesized vs deterministic. Supporting analytics — multi-year asset-class returns and a RAG stablecoin scorecard.