"author:Alpha-Park" matching MCP servers:

Enables MCP clients to optimize Uniswap v3/v4 tick ranges by balancing fee APY against impermanent loss under asset volatility, while providing L2 orderbook imbalance, triangular arbitrage, and Bayesian portfolio rebalancing analytics.

Enables agents to compute Bayesian Black-Litterman portfolio rebalancing that blends market equilibrium with subjective views under covariance and slippage/drawdown constraints. Also exposes quantitative microstructure tools such as L2 orderbook imbalance metrics, concentrated liquidity optimization, and negative-cycle triangular arbitrage detection.

Enables real-time L2 orderbook microstructure analysis with weighted imbalance and micro-price, concentrated liquidity optimization, triangular arbitrage detection, and Bayesian portfolio rebalancing through MCP tools.

Enables MCP clients to detect negative-cycle triangular arbitrage, compute cross-currency rate discrepancies and net arbitrage ROI, and run quantitative microstructure and portfolio optimization analyses.