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QuantConnect MCP Server

◆ QuantConnect MCP Server

Python FastMCP License Code Style Type Checked PyPI Downloads

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 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)

  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

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:

  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

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

read_compilation_result

Read compilation job result

project_id

,

compile_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

◆ 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

◆ Live Trading Management Tools

Tool

Description

Key Parameters

create_live_algorithm

Deploy live algorithm with brokerage

project_id

,

compile_id

,

node_id

,

brokerage_config

read_live_algorithm

Get detailed runtime statistics & status

project_id

,

deploy_id

liquidate_live_algorithm

Emergency liquidation of all positions

project_id

stop_live_algorithm

Stop live algorithm execution

project_id

list_live_algorithms

List algorithms with status filters

status

,

start

,

end

read_live_logs

Read algorithm execution logs

project_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

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

  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

Python FastMCP QuantConnect

◉ Star this repo◉ Report issues◉ Request features

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

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.

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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