QuantConnect MCP Server

Screen assets based on various performance and risk criteria. Args: symbols: List of symbols to screen start_date: Start date in YYYY-MM-DD format end_date: End date in YYYY-MM-DD format min_return: Minimum annualized return threshold max_volatility: Maximum annualized volatility threshold min_sharpe: Minimum Sharpe ratio threshold max_correlation: Maximum correlation with benchmark threshold benchmark_symbol: Optional benchmark symbol for correlation screening instance_name: QuantBook instance name Returns: Dictionary containing screened assets and their metrics

{ "properties": { "benchmark_symbol": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "title": "Benchmark Symbol" }, "end_date": { "title": "End Date", "type": "string" }, "instance_name": { "default": "default", "title": "Instance Name", "type": "string" }, "max_correlation": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Max Correlation" }, "max_volatility": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Max Volatility" }, "min_return": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Min Return" }, "min_sharpe": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Min Sharpe" }, "start_date": { "title": "Start Date", "type": "string" }, "symbols": { "items": { "type": "string" }, "title": "Symbols", "type": "array" } }, "required": [ "symbols", "start_date", "end_date" ], "type": "object" }