Quant Companion MCP

A Model Context Protocol (MCP) server that gives AI assistants real-time options analytics and trading strategy capabilities.

Why Use This

• No more Googling for option prices — just ask "what's AAPL 200 call worth?"

• Instant Greeks — delta, gamma, theta, vega calculated in real-time

• Backtesting in plain English — "backtest momentum strategy on SPY last 5 years"

• Volatility analysis — compare implied vs historical, spot overpriced options

• Monte Carlo simulations — "what's the probability NVDA hits $150 by March?"

• No coding required — just talk to Claude like you would a quant analyst

The AI can't hallucinate numbers. Every price, every Greek, every simulation comes from actual market data and deterministic math.

Example Prompts

Options Analysis

Probability & Simulations

Strategy & Backtesting

Risk Analysis

Quick Lookups

Quick Start (5 minutes)

Prerequisites

• Node.js 18+ installed

• Claude Desktop app

Step 1: Clone and Build

Step 2: Find Your Claude Config File

Windows:

Usually: C:\Users\YourName\AppData\Roaming\Claude\claude_desktop_config.json

macOS:

Linux:

If the file doesn't exist, create it.

Step 3: Add the MCP Server

Open the config file and add this (replace the path with your actual path):

Important: Use the full absolute path. On Windows use forward slashes or escaped backslashes.

Step 4: Restart Claude Desktop

Completely quit Claude Desktop (not just close the window) and reopen it.

Step 5: Verify It Works

Open a new chat and ask:

If you see a real price, you're good. If Claude says it can't access market data, check your path in the config.

Optional: Better Data with Polygon.io

Yahoo Finance works fine for most use cases but rate limits on options chains. For heavier usage:

1. Get a free API key at https://polygon.io

2. Add it to your config:

The system automatically falls back to Yahoo if Polygon rate limits.

What You Can Do

Market Data

• get_current_price: Real-time stock/ETF price

• get_historical_prices: OHLCV data for any date range

• get_options_chain: Full options chain with strikes & expirations

Options Pricing

• price_option_black_scholes: European option pricing with all Greeks

• price_option_monte_carlo: MC pricing with confidence intervals

• compute_implied_vol: Back out IV from observed price

Volatility Analysis

• compute_historical_vol: Realized volatility from price history

• get_vol_smile: IV curve across strikes (single expiration)

• get_vol_surface: Full IV surface (strike × maturity)

• summarize_vol_regime: HV vs IV comparison with interpretation

Simulations & Forecasting

• simulate_price: GBM price simulation with probability analysis

• simulate_price_with_local_vol: Skew-adjusted simulation using vol surface

• compare_models_forecast_distribution: Compare GBM, Local Vol, SABR, Heston

• backtest_forecast_accuracy: Historical accuracy of forecast models

Risk & Strategy

• compute_risk_metrics: Sharpe, Sortino, max drawdown, VaR

• run_backtest: Strategy backtesting (MA crossover, momentum, mean reversion, dual momentum)

• detect_unusual_activity: Options flow analysis (volume spikes, sweeps)

Architecture

Project Structure

Development

Troubleshooting

Claude says it can't access the tools

• Make sure the path in config is absolute and correct

• Check that you ran npm run build

• Fully restart Claude Desktop (quit, not just close)

Getting rate limited

• Add a Polygon API key for better limits

• Space out rapid-fire options chain requests

Numbers look wrong

• Check if market is open (prices may be stale after hours)

• Options data can be delayed up to 15 min on free tier

Heston/SABR is slow

• First calibration takes 2-3 seconds, subsequent calls are faster

• This is expected for stochastic vol models

Known Issues

• Yahoo Finance rate limits aggressively on options chain calls, polygon fallback helps

• Heston calibration can be slow on first run (~2-3 sec)

• Vol surface interpolation gets weird at far OTM strikes

License

MIT