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QuantConnect MCP Server

by taylorwilsdon
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Python
MIT License
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◆ QuantConnect MCP Server

Production-ready Model Context Protocol server for QuantConnect's algorithmic trading platform

Integrate QuantConnect's research environment, statistical analysis, and portfolio optimization into your AI workflows. Locally hosted, secure & capable of dramatically improving productivity

◉ Quick Start • ◉ Documentation • ◉ Architecture • ◉ Contributing

◈ Is this crazy?

  • Full Project Lifecycle: Create, read, update, compile, and manage QuantConnect projects and files programmatically.
  • End-to-End Backtesting: Compile projects, create backtests, read detailed results, and analyze charts, orders, and insights.
  • Live Trading Management: Deploy, monitor, liquidate, and control live algorithms with comprehensive runtime statistics and logging.
  • Historical Data Access: Comprehensive data retrieval capabilities for historical and alternative data analysis.
  • Advanced Analytics: Perform Principal Component Analysis (PCA), Engle-Granger cointegration tests, mean-reversion analysis, and correlation studies.
  • Portfolio Optimization: Utilize sophisticated sparse optimization with Huber Downward Risk minimization, calculate performance, and benchmark strategies.
  • Universe Selection: Dynamically screen assets by multiple criteria, analyze ETF constituents, and select assets based on correlation.
  • Enterprise-Grade Security: Secure, SHA-256 authenticated API integration with QuantConnect.
  • High-Performance Core: Built with an async-first design for concurrent data processing and responsiveness.
  • AI-Native Interface: Designed for seamless interaction via natural language in advanced AI clients.

◉ Table of Contents

◈ Quick Start

Get up and running in under 2 minutes:

Prerequisites: You must have QuantConnect credentials (User ID and API Token) before running the server. The server will not function without proper authentication. See Authentication section for details on obtaining these credentials.

# Install and run directly from PyPI - no cloning required! uvx quantconnect-mcp # Or install with uv/pip uv pip install quantconnect-mcp pip install quantconnect-mcp
  1. Download: Grab the latest quantconnect-mcp.dxt from the “Releases” page
  2. Install: Double-click the file – Claude Desktop opens and prompts you to Install
  3. Configure: In Claude Desktop → Settings → Extensions → QuantConnect MCP, paste your user ID and API token
  4. Use it: Start a new Claude chat and call any QuantConnect tool

Why DXT?

Desktop Extensions (.dxt) bundle the server, dependencies, and manifest so users go from download → working MCP in one click – no terminal, no JSON editing, no version conflicts.

2. Set Up QuantConnect Credentials (Required)

The server requires these environment variables to function properly:

export QUANTCONNECT_USER_ID="your_user_id" # Required export QUANTCONNECT_API_TOKEN="your_api_token" # Required export QUANTCONNECT_ORGANIZATION_ID="your_org_id" # Optional

3. Launch the Server

# STDIO transport (default) - Recommended for MCP clients uvx quantconnect-mcp # HTTP transport MCP_TRANSPORT=streamable-http MCP_PORT=8000 uvx quantconnect-mcp

4. Interact with Natural Language

Instead of calling tools programmatically, you use natural language with a connected AI client (like Claude, a GPT, or any other MCP-compatible interface).

"Add GOOGL, AMZN, and MSFT, then run a PCA analysis on them for 2023."

◈ Authentication

Getting Your Credentials

CredentialWhere to FindRequired
User IDEmail received when signing up◉ Yes
API TokenQuantConnect Settings◉ Yes
Organization IDOrganization URL: /organization/{ID}◦ Optional

Configuration Methods

# Add to your .bashrc, .zshrc, or .env file export QUANTCONNECT_USER_ID="123456" export QUANTCONNECT_API_TOKEN="your_secure_token_here" export QUANTCONNECT_ORGANIZATION_ID="your_org_id" # Optional

◈ Natural Language Examples

This MCP server is designed to be used with natural language. Below are examples of how you can instruct an AI assistant to perform complex financial analysis tasks.

Factor‑Driven Portfolio Construction Pipeline

“Build a global equity long/short portfolio for 2025:

  1. Pull the constituents of QQQ, SPY, and EEM as of 2024‑12‑31 (survivor‑bias free).
  2. For each symbol, calculate Fama‑French 5‑factor and quality‑minus‑junk loadings using daily data 2022‑01‑01 → 2024‑12‑31.
  3. Rank stocks into terciles on value (B/M) and momentum (12‑1); go long top tercile, short bottom, beta‑neutral to the S&P 500.
  4. Within each book, apply Hierarchical Risk Parity (HRP) for position sizing, capped at 5 % gross exposure per leg.
  5. Target annualised ex‑ante volatility ≤ 10 %; solve with CVaR minimisation under a 95 % confidence level.
  6. Benchmark against MSCI World; report annualised return, vol, Sharpe, Sortino, max DD, hit‑rate, turnover for the period 2023‑01‑01 → 2024‑12‑31.
  7. Export the optimal weights and full tear‑sheet as pdf + csv.
  8. Schedule a monthly rebalance job and push signals to the live trading endpoint.”

Robust Statistical‑Arbitrage Workflow

“Test and refine a pairs‑trading idea: • Universe: US Staples sector, market cap > $5 B, price > $10. • Data: 15‑minute bars, 2023‑01‑02 → 2025‑06‑30. • Step 1 – For all pairs, calculate rolling 60‑day distance correlation; keep pairs with dCor ≥ 0.80. • Step 2 – Run Johansen cointegration (lag = 2) on the survivors; retain pairs with trace‑stat < 5 % critical value. • Step 3 – For each cointegrated pair:    – Estimate **half‑life of mean‑reversion**; discard if > 7 days.    – Compute Hurst exponent; require H < 0.4. • Step 4 – Simulate a Bayesian Kalman‑filter spread to allow time‑varying hedge ratios. • Entry: z‑score crosses ±2 (two‑bar confirmation); Exit: z = 0 or t_max = 3 × half‑life. • Risk: cap pair notional at 3 % NAV, portfolio gross leverage ≤ 3 ×, stop‑loss at z = 4. • Output: trade log, PnL attribution, bootstrapped p‑value of alpha, and Likelihood‑Ratio test for regime shifts.”

Automated Project, Backtest & Hyper‑Parameter Sweep

“Spin up an experiment suite in QuantConnect:

  1. Create project ‘DynamicPairs_Kalman’ (Python).
  2. Add files:    • alpha.py – signal generation (placeholder)    • risk.py – custom position sizing    • config.yaml – parameter grid:        yaml        entry_z: [1.5, 2.0, 2.5]        lookback: [30, 60, 90]        hedge: ['OLS', 'Kalman']        
  3. Trigger a parameter‑sweep backtest labelled ‘GridSearch‑v1’ using in‑sample 2022‑23.
  4. When jobs finish, rank runs by Information Ratio and max DD < 10 %; persist top‑3 configs.
  5. Automatically launch out‑of‑sample backtests 2024‑YTD for the winners.
  6. Produce an executive summary: tables + charts (equity curve, rolling Sharpe, exposure histogram).
  7. Package the best model as a Docker image, push to registry, and deploy to the live‑trading cluster with a kill‑switch if 1‑day loss > 3 σ.”

Statistical Analysis Workflow

"Are Coca-Cola (KO) and Pepsi (PEP) cointegrated? Run the test for the period from 2023 to 2024. If they are, analyze their mean-reversion properties with a 20-day lookback."

Project and Backtest Management

"I need to manage my QuantConnect projects. First, create a new Python project named 'My_Awesome_Strategy'. Then, create a file inside it called 'main.py' and add this code: ...your algorithm code here.... After that, compile it and run a backtest named 'Initial Run'. When it's done, show me the performance results."

Live Trading Deployment & Monitoring

"Deploy my compiled algorithm to live trading using Interactive Brokers paper trading. Set up the brokerage configuration with my IB credentials, then monitor the runtime statistics including equity, holdings, and net profit. If the algorithm shows a loss greater than 5%, automatically liquidate all positions and stop the algorithm."

Live Algorithm Management

"Show me all my currently running live algorithms. For each one, display the runtime statistics, recent logs from the last 100 lines, and current portfolio holdings. If any algorithm has been running for more than 24 hours without trades, flag it for review."

◈ Comprehensive API Reference

◆ Authentication Tools

ToolDescriptionKey Parameters
configure_quantconnect_authSet up API credentialsuser_id, api_token, organization_id
validate_quantconnect_authTest credential validity-
get_auth_statusCheck authentication status-
test_quantconnect_apiTest API connectivityendpoint, method
clear_quantconnect_authClear stored credentials-

◆ Project Management Tools

ToolDescriptionKey Parameters
create_projectCreate new QuantConnect projectname, language, organization_id
read_projectGet project details or list allproject_id (optional)
update_projectUpdate project name/descriptionproject_id, name, description
compile_projectCompile a project for backtestingproject_id
read_compilation_resultRead compilation job resultproject_id, compile_id

◆ File Management Tools

ToolDescriptionKey Parameters
create_fileCreate file in projectproject_id, name, content
read_fileRead file(s) from projectproject_id, name (optional)
update_file_contentUpdate file contentproject_id, name, content
update_file_nameRename file in projectproject_id, old_file_name, new_name

◆ Data Retrieval Tools

ToolDescriptionKey Parameters
add_equityAdd single equity securityticker, resolution, instance_name
add_multiple_equitiesAdd multiple securitiestickers, resolution, instance_name
get_historyGet historical price datasymbols, start_date, end_date, resolution
add_alternative_dataSubscribe to alt datadata_type, symbol, instance_name
get_alternative_data_historyGet alt data historydata_type, symbols, start_date, end_date

◆ Statistical Analysis Tools

ToolDescriptionKey Parameters
perform_pca_analysisPrincipal Component Analysissymbols, start_date, end_date, n_components
test_cointegrationEngle-Granger cointegration testsymbol1, symbol2, start_date, end_date
analyze_mean_reversionMean reversion analysissymbols, start_date, end_date, lookback_period
calculate_correlation_matrixAsset correlation analysissymbols, start_date, end_date

◆ Portfolio Optimization Tools

ToolDescriptionKey Parameters
sparse_optimizationAdvanced sparse optimizationportfolio_symbols, benchmark_symbol, optimization params
calculate_portfolio_performancePerformance metricssymbols, weights, start_date, end_date
optimize_equal_weight_portfolioEqual-weight optimizationsymbols, start_date, end_date, rebalance_frequency

◆ Universe Selection Tools

ToolDescriptionKey Parameters
get_etf_constituentsGet ETF holdingsetf_ticker, date, instance_name
add_etf_universe_securitiesAdd all ETF constituentsetf_ticker, date, resolution
select_uncorrelated_assetsFind uncorrelated assetssymbols, num_assets, method
screen_assets_by_criteriaMulti-criteria screeningsymbols, min_return, max_volatility, etc.

◆ Backtest Management Tools

ToolDescriptionKey Parameters
create_backtestCreate new backtest from compileproject_id, compile_id, backtest_name
read_backtestGet backtest resultsproject_id, backtest_id, chart
read_backtest_chartGet chart dataproject_id, backtest_id, name
read_backtest_ordersGet order historyproject_id, backtest_id, start, end
read_backtest_insightsGet insights dataproject_id, backtest_id, start, end

◆ Live Trading Management Tools

ToolDescriptionKey Parameters
create_live_algorithmDeploy live algorithm with brokerageproject_id, compile_id, node_id, brokerage_config
read_live_algorithmGet detailed runtime statistics & statusproject_id, deploy_id
liquidate_live_algorithmEmergency liquidation of all positionsproject_id
stop_live_algorithmStop live algorithm executionproject_id
list_live_algorithmsList algorithms with status filtersstatus, start, end
read_live_logsRead algorithm execution logsproject_id, algorithm_id, start_line, end_line

◈ Architecture

quantconnect-mcp/ ├── ◆ quantconnect_mcp/ # Main package directory │ ├── main.py # Server entry point & configuration │ └── src/ # Source code modules │ ├── ⚙ server.py # FastMCP server core │ ├── ⚙ tools/ # Tool implementations │ │ ├── ▪ auth_tools.py # Authentication management │ │ ├── ▪ project_tools.py # Project CRUD operations │ │ ├── ▪ file_tools.py # File management │ │ ├── ▪ data_tools.py # Data retrieval │ │ ├── ▪ analysis_tools.py # Statistical analysis │ │ ├── ▪ portfolio_tools.py # Portfolio optimization │ │ ├── ▪ universe_tools.py # Universe selection │ │ ├── ▪ backtest_tools.py # Backtest management │ │ └── ▪ live_tools.py # Live trading management │ ├── ◆ auth/ # Authentication system │ │ ├── __init__.py │ │ └── quantconnect_auth.py # Secure API authentication │ └── ◆ resources/ # System resources │ ├── __init__.py │ └── system_resources.py # Server monitoring ├── ◆ tests/ # Comprehensive test suite │ ├── test_auth.py │ ├── test_server.py │ └── __init__.py ├── ◆ pyproject.toml # Project configuration └── ◆ README.md # This file

Core Design Principles

  • ◎ Modular Architecture: Each tool category is cleanly separated for maintainability
  • ▪ Security First: SHA-256 authenticated API with secure credential management
  • ⚡ Async Performance: Non-blocking operations for maximum throughput
  • ◆ Type Safety: Full type annotations with mypy verification
  • ⚙ Extensible: Plugin-based architecture for easy feature additions

◈ Advanced Configuration

Environment Variables

VariableDescriptionDefaultExample
MCP_TRANSPORTTransport methodstdiostreamable-http
MCP_HOSTServer host127.0.0.10.0.0.0
MCP_PORTServer port80003000
MCP_PATHHTTP endpoint path/mcp/api/v1/mcp
LOG_LEVELLogging verbosityINFODEBUG

System Resources

You can monitor server performance and status using natural language queries for system resources:

"Show me the server's system info."

"What's the current server status and are there any active QuantBook instances?"

"Give me a summary of all available tools."

"Get the latest performance metrics for the server."

"What are the top 10 most resource-intensive processes running on the server?"

◈ Testing

Run the Test Suite

# Run all tests pytest tests/ -v # Run with coverage pytest tests/ --cov=src --cov-report=html # Run specific test category pytest tests/test_auth.py -v # Run tests in parallel pytest tests/ -n auto

◈ Contributing

We welcome contributions! This project follows the highest Python development standards:

Development Setup

# Fork and clone the repository git clone https://github.com/your-username/quantconnect-mcp cd quantconnect-mcp # Install development dependencies uv sync --dev # Install pre-commit hooks pre-commit install

Code Quality Standards

  • ◉ Type Hints: All functions must have complete type annotations
  • ◉ Documentation: Comprehensive docstrings for all public functions
  • ◉ Testing: Minimum 90% test coverage required
  • ◉ Formatting: Black code formatting enforced
  • ◉ Linting: Ruff linting with zero warnings
  • ◉ Type Checking: mypy verification required

Development Workflow

# Create feature branch git checkout -b feature/amazing-new-feature # Make changes and run quality checks ruff check src/ black src/ tests/ mypy src/ # Run tests pytest tests/ --cov=src # Commit with conventional commits git commit -m "feat: add amazing new feature" # Push and create pull request git push origin feature/amazing-new-feature

Pull Request Guidelines

  1. ◆ Clear Description: Explain what and why, not just how
  2. ◆ Test Coverage: Include tests for all new functionality
  3. ◆ Documentation: Update README and docstrings as needed
  4. ◆ Code Review: Address all review feedback
  5. ◆ CI Passing: All automated checks must pass

◈ License

This project is licensed under the MIT License - see the LICENSE file for details.

Built with precision for the algorithmic trading community

◉ Star this repo • ◉ Report issues • ◉ Request features

Deploy Server
A
security – no known vulnerabilities
A
license - permissive license
A
quality - confirmed to work

How are these scores calculated?

remote-capable server

The server can be hosted and run remotely because it primarily relies on remote services or has no dependency on the local environment.

Tools

View all tools

LLM Driven Trading Platform Orchestration - Strategy Design, Research & Implementation

  1. ◈ Is this crazy?
    1. ◉ Table of Contents
      1. ◈ Quick Start
        1. Install with uvx (Recommended)
        2. One-Click Claude Desktop Install (Recommended)
        3. 2. Set Up QuantConnect Credentials (Required)
        4. 3. Launch the Server
        5. 4. Interact with Natural Language
      2. ◈ Authentication
        1. Getting Your Credentials
        2. Configuration Methods
      3. ◈ Natural Language Examples
        1. Factor‑Driven Portfolio Construction Pipeline
        2. Robust Statistical‑Arbitrage Workflow
        3. Automated Project, Backtest & Hyper‑Parameter Sweep
        4. Statistical Analysis Workflow
        5. Project and Backtest Management
        6. Live Trading Deployment & Monitoring
        7. Live Algorithm Management
      4. ◈ Comprehensive API Reference
        1. ◆ Authentication Tools
        2. ◆ Project Management Tools
        3. ◆ File Management Tools
        4. ◆ Data Retrieval Tools
        5. ◆ Statistical Analysis Tools
        6. ◆ Portfolio Optimization Tools
        7. ◆ Universe Selection Tools
        8. ◆ Backtest Management Tools
        9. ◆ Live Trading Management Tools
      5. ◈ Architecture
        1. Core Design Principles
      6. ◈ Advanced Configuration
        1. Environment Variables
        2. System Resources
      7. ◈ Testing
        1. Run the Test Suite
      8. ◈ Contributing
        1. Development Setup
        2. Code Quality Standards
        3. Development Workflow
        4. Pull Request Guidelines
      9. ◈ License

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