QuantConnect MCP Server

◆ 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.
Interactive Research: Full QuantBook integration for dynamic financial analysis, including historical and alternative data retrieval.
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 with uvx (Recommended)

# 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

One-Click Claude Desktop Install (Recommended)

Download: Grab the latest quantconnect-mcp.dxt from the “Releases” page
Install: Double-click the file – Claude Desktop opens and prompts you to Install
Configure: In Claude Desktop → Settings → Extensions → QuantConnect MCP, paste your user ID and API token
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).

"Initialize a research environment, add GOOGL, AMZN, and MSFT, then run a PCA analysis on them for 2023."

◈ Authentication

Getting Your Credentials

Credential	Where to Find	Required
User ID	Email received when signing up	◉ Yes
API Token	QuantConnect Settings	◉ Yes
Organization ID	Organization URL: `/organization/{ID}`	◦ Optional

Configuration Methods

Method 1: Environment Variables (Recommended)

# 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:
Pull the constituents of QQQ, SPY, and EEM as of 2024‑12‑31 (survivor‑bias free).
For each symbol, calculate Fama‑French 5‑factor and quality‑minus‑junk loadings using daily data 2022‑01‑01 → 2024‑12‑31.
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.
Within each book, apply Hierarchical Risk Parity (HRP) for position sizing, capped at 5 % gross exposure per leg.
Target annualised ex‑ante volatility ≤ 10 %; solve with CVaR minimisation under a 95 % confidence level.
Benchmark against MSCI World; report annualised return, vol, Sharpe, Sortino, max DD, hit‑rate, turnover for the period 2023‑01‑01 → 2024‑12‑31.
Export the optimal weights and full tear‑sheet as pdf + csv.
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:
Create project ‘DynamicPairs_Kalman’ (Python).
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']
Trigger a parameter‑sweep backtest labelled ‘GridSearch‑v1’ using in‑sample 2022‑23.
When jobs finish, rank runs by Information Ratio and max DD < 10 %; persist top‑3 configs.
Automatically launch out‑of‑sample backtests 2024‑YTD for the winners.
Produce an executive summary: tables + charts (equity curve, rolling Sharpe, exposure histogram).
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."

◈ Comprehensive API Reference

◆ Authentication Tools

Tool	Description	Key Parameters
`configure_quantconnect_auth`	Set up API credentials	`user_id`, `api_token`, `organization_id`
`validate_quantconnect_auth`	Test credential validity	-
`get_auth_status`	Check authentication status	-
`test_quantconnect_api`	Test API connectivity	`endpoint`, `method`
`clear_quantconnect_auth`	Clear stored credentials	-

◆ Project Management Tools

Tool	Description	Key Parameters
`create_project`	Create new QuantConnect project	`name`, `language`, `organization_id`
`read_project`	Get project details or list all	`project_id` (optional)
`update_project`	Update project name/description	`project_id`, `name`, `description`
`compile_project`	Compile a project for backtesting	`project_id`

◆ File Management Tools

Tool	Description	Key Parameters
`create_file`	Create file in project	`project_id`, `name`, `content`
`read_file`	Read file(s) from project	`project_id`, `name` (optional)
`update_file_content`	Update file content	`project_id`, `name`, `content`
`update_file_name`	Rename file in project	`project_id`, `old_file_name`, `new_name`

◆ QuantBook Research Tools

Tool	Description	Key Parameters
`initialize_quantbook`	Create new research instance	`instance_name`, `organization_id`, `token`
`list_quantbook_instances`	View all active instances	-
`get_quantbook_info`	Get instance details	`instance_name`
`remove_quantbook_instance`	Clean up instance	`instance_name`

◆ Data Retrieval Tools

Tool	Description	Key Parameters
`add_equity`	Add single equity security	`ticker`, `resolution`, `instance_name`
`add_multiple_equities`	Add multiple securities	`tickers`, `resolution`, `instance_name`
`get_history`	Get historical price data	`symbols`, `start_date`, `end_date`, `resolution`
`add_alternative_data`	Subscribe to alt data	`data_type`, `symbol`, `instance_name`
`get_alternative_data_history`	Get alt data history	`data_type`, `symbols`, `start_date`, `end_date`

◆ Statistical Analysis Tools

Tool	Description	Key Parameters
`perform_pca_analysis`	Principal Component Analysis	`symbols`, `start_date`, `end_date`, `n_components`
`test_cointegration`	Engle-Granger cointegration test	`symbol1`, `symbol2`, `start_date`, `end_date`
`analyze_mean_reversion`	Mean reversion analysis	`symbols`, `start_date`, `end_date`, `lookback_period`
`calculate_correlation_matrix`	Asset correlation analysis	`symbols`, `start_date`, `end_date`

◆ Portfolio Optimization Tools

Tool	Description	Key Parameters
`sparse_optimization`	Advanced sparse optimization	`portfolio_symbols`, `benchmark_symbol`, optimization params
`calculate_portfolio_performance`	Performance metrics	`symbols`, `weights`, `start_date`, `end_date`
`optimize_equal_weight_portfolio`	Equal-weight optimization	`symbols`, `start_date`, `end_date`, `rebalance_frequency`

◆ Universe Selection Tools

Tool	Description	Key Parameters
`get_etf_constituents`	Get ETF holdings	`etf_ticker`, `date`, `instance_name`
`add_etf_universe_securities`	Add all ETF constituents	`etf_ticker`, `date`, `resolution`
`select_uncorrelated_assets`	Find uncorrelated assets	`symbols`, `num_assets`, `method`
`screen_assets_by_criteria`	Multi-criteria screening	`symbols`, `min_return`, `max_volatility`, etc.

◆ Backtest Management Tools

Tool	Description	Key Parameters
`create_backtest`	Create new backtest from compile	`project_id`, `compile_id`, `backtest_name`
`read_backtest`	Get backtest results	`project_id`, `backtest_id`, `chart`
`read_backtest_chart`	Get chart data	`project_id`, `backtest_id`, `name`
`read_backtest_orders`	Get order history	`project_id`, `backtest_id`, `start`, `end`
`read_backtest_insights`	Get insights data	`project_id`, `backtest_id`, `start`, `end`

◈ 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
│       │   ├── ▪  quantbook_tools.py # Research environment
│       │   ├── ▪  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
│       ├── ◆  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

Variable	Description	Default	Example
`MCP_TRANSPORT`	Transport method	`stdio`	`streamable-http`
`MCP_HOST`	Server host	`127.0.0.1`	`0.0.0.0`
`MCP_PORT`	Server port	`8000`	`3000`
`MCP_PATH`	HTTP endpoint path	`/mcp`	`/api/v1/mcp`
`LOG_LEVEL`	Logging verbosity	`INFO`	`DEBUG`

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

◆ Clear Description: Explain what and why, not just how
◆ Test Coverage: Include tests for all new functionality
◆ Documentation: Update README and docstrings as needed
◆ Code Review: Address all review feedback
◆ 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

Install Server

HTTP connection URL

security – no known vulnerabilities

license - permissive license

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

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