perform_pca_analysis

Analyze historical returns using Principal Component Analysis to identify key components of market data. Input symbols, dates, and component count to receive detailed PCA results.

Instructions

    Perform Principal Component Analysis on historical returns.

    Args:
        symbols: List of symbols to analyze
        start_date: Start date in YYYY-MM-DD format
        end_date: End date in YYYY-MM-DD format
        n_components: Number of components to compute (default: all)
        instance_name: QuantBook instance name

    Returns:
        Dictionary containing PCA results
    

Input Schema

Name	Required	Default
`end_date`	Yes
`instance_name`	No	default
`n_components`	No
`start_date`	Yes
`symbols`	Yes

Input Schema (JSON Schema)

{
  "properties": {
    "end_date": {
      "title": "End Date",
      "type": "string"
    },
    "instance_name": {
      "default": "default",
      "title": "Instance Name",
      "type": "string"
    },
    "n_components": {
      "anyOf": [
        {
          "type": "integer"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "title": "N Components"
    },
    "start_date": {
      "title": "Start Date",
      "type": "string"
    },
    "symbols": {
      "items": {
        "type": "string"
      },
      "title": "Symbols",
      "type": "array"
    }
  },
  "required": [
    "symbols",
    "start_date",
    "end_date"
  ],
  "type": "object"
}

QuantConnect MCP Server

perform_pca_analysis

Instructions

Input Schema

Input Schema (JSON Schema)

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