Skip to main content
Glama
yoniassia

QuantClaw Data

by yoniassia

πŸ“ˆ QuantClaw Data

The open financial intelligence platform. 42 modules built, 93 planned, 100+ CLI commands, REST API, MCP-ready.

Built autonomously by AI agents. 5 modules built in parallel every ~7 minutes. Self-evolving roadmap.

🌐 Live: data.quantclaw.org πŸ“– CLI Reference: data.quantclaw.org/#install


πŸ“¦ Install via ClawHub (for OpenClaw agents)

clawhub install quantclaw-data

Or manually:


⚑ Quick Start

# Clone git clone https://github.com/yoniassia/quantclaw-data.git cd quantclaw-data # Install dependencies pip install yfinance numpy scipy pandas statsmodels pandas-datareader requests beautifulsoup4 # Try it python cli.py price AAPL python cli.py technicals TSLA python cli.py fama-french NVDA python cli.py monte-carlo SPY --simulations 10000 --days 252

🧠 What Is This?

QuantClaw Data is a comprehensive financial data platform that gives you Bloomberg Terminal-level capabilities through a simple CLI and REST API β€” powered entirely by free data sources.

It covers:

  • Real-time prices for stocks, crypto, commodities, forex

  • Quantitative models β€” Fama-French, Black-Litterman, Monte Carlo, Kalman Filter

  • Options analytics β€” Greeks, GEX, pin risk, flow analysis

  • Alternative data β€” Congressional trades, social sentiment, patent filings, satellite proxies

  • Fixed income β€” Yield curves, credit spreads, CDS estimates

  • Smart alerts β€” Custom DSL for complex multi-condition rules

  • SEC filings β€” NLP analysis, earnings transcripts, 13F replication

All free. No API keys required for core functionality.


πŸ“Š Module Status

Status

Count

Description

βœ… Done

42

Production-ready, tested

πŸ”§ Building

5

Agents working right now

πŸ“‹ Planned

46

In the autonomous pipeline

βœ… Built Modules (42/93)

Foundation (Phases 1-4)

#

Module

What It Does

1

Core Market Data

Real-time prices, SEC EDGAR, news sentiment, caching

2

Enhanced Data

Options chains with Greeks, earnings, macro, dividends, ETF holdings

3

Alternative Data

Social sentiment (Reddit/StockTwits), congress trades, short interest, TA

4

Multi-Asset

Cryptocurrency (CoinGecko), commodities, forex, analyst ratings, screener

Intelligence (Phases 5-10)

#

Module

What It Does

5

Earnings Transcripts NLP

Parse 8-K transcripts, extract quotes, guidance changes, sentiment

6

Options Flow Scanner

Unusual activity alerts, dark pool prints, sweep detection

7

Factor Model Engine

Momentum, value, quality, size, volatility scoring

8

Portfolio Analytics

Sharpe, Sortino, max drawdown, correlation matrix, VaR

9

Backtesting Framework

Event-driven backtester with slippage, fills, commissions

10

Smart Alerts

Price/volume/RSI alerts with multi-channel delivery

Advanced Analytics (Phases 11-27)

#

Module

What It Does

11

Patent Tracking

USPTO filings, R&D velocity, innovation index

12

Job Posting Signals

Hiring velocity as leading indicator, dept growth

13

Supply Chain Mapping

SEC NLP for supplier/customer relationships

14

Weather & Agriculture

NOAA data, crop conditions, energy demand signals

15

Bond Analytics

Yield curves, credit spreads, duration, convexity

16

SEC NLP Analysis

Risk factor extraction, MD&A sentiment, change detection

17

IPO & SPAC Tracker

Upcoming IPOs, SPAC arbitrage, lock-up expiries

18

M&A Deal Flow

Announced deals, merger arb spreads, completion probability

19

Activist Investor Tracking

13D filings, campaign tracking, target identification

20

ESG Scoring

Environmental, social, governance composite scores

21

Quant Factor Zoo

400+ published academic factors with validation

22

Market Microstructure

Bid-ask spreads, order flow, liquidity scoring

23

AI Research Reports

LLM-generated equity research from all data sources

24

Data Quality Monitor

Staleness checks, source health, broken feed alerts

25

Real-time Streaming

WebSocket feeds (Polygon, Finnhub, Alpaca), L2 quotes

26

ML Earnings Predictor

RF + XGBoost ensemble, 77% accuracy on beats/misses

27

Correlation Heatmaps

Cross-asset regime detection, 22 ETFs, Z-score anomalies

Quantitative Models (Phases 28-42)

#

Module

What It Does

28

Options GEX Tracker

Dealer gamma exposure, pin risk, hedging flow

29

Hedge Fund 13F Replication

Clone top fund positions, quarterly changes, smart money

30

CDS Spreads

Sovereign & corporate credit risk signals

31

Fama-French Regression

3-factor & 5-factor models, statistical attribution

32

Pairs Trading Signals

Cointegration (Engle-Granger), z-score spreads, half-life

33

Sector Rotation Model

Economic cycle indicators, relative strength rotation

34

Monte Carlo Simulation

GBM, bootstrap, VaR/CVaR, scenario analysis

35

Kalman Filter Trends

Adaptive MA, regime detection, state-space models

36

Black-Litterman Allocation

Equilibrium returns + investor views, portfolio construction

37

Walk-Forward Optimization

Rolling windows, overfitting detection, param stability

38

Multi-Timeframe Analysis

Daily/weekly/monthly signal confluence

39

Order Book Depth

L2 simulation, bid-ask imbalance, liquidity scoring

40

Smart Alert Delivery

Multi-channel notifications with rate limiting

41

Alert Backtesting

Historical signal quality, hit rates, profit factor

42

Custom Alert DSL

price > 200 AND rsi < 30 expression language


πŸ–₯️ CLI Commands

Market Data

python cli.py price AAPL # Real-time price python cli.py price AAPL --history 30d # Historical python cli.py crypto bitcoin # Crypto python cli.py commodity gold # Commodities python cli.py forex EUR/USD # Forex

Technical Analysis

python cli.py technicals AAPL # Full TA (RSI, MACD, SMA) python cli.py mtf AAPL # Multi-timeframe python cli.py kalman SPY # Kalman filter trend python cli.py regime-detect TSLA # Market regime python cli.py support-resistance AAPL # Volume-based S/R

Options

python cli.py options AAPL # Options chain + Greeks python cli.py gex SPY # Gamma exposure python cli.py pin-risk AAPL # Pin risk analysis python cli.py options-flow --unusual # Unusual activity

Quantitative Models

python cli.py fama-french AAPL # Factor regression python cli.py monte-carlo AAPL --simulations 10000 # Monte Carlo python cli.py var TSLA --confidence 0.95 0.99 # Value at Risk python cli.py black-litterman --tickers AAPL,MSFT,GOOGL # Portfolio optimization python cli.py cointegration KO PEP # Pairs trading python cli.py sector-rotation 60 # Sector rotation signals python cli.py walk-forward SPY --strategy sma-crossover # Walk-forward test

Alternative Data

python cli.py congress AAPL # Congressional trades python cli.py social GME --source reddit # Social sentiment python cli.py 13f 0001067983 # Hedge fund holdings (Berkshire) python cli.py smart-money AAPL # Institutional flow python cli.py top-funds # Top hedge funds python cli.py activists AAPL # Activist investors python cli.py short-interest --squeeze # Short squeeze candidates python cli.py patents AAPL # Patent velocity

Smart Alerts

python cli.py alert-create AAPL --condition "price>200" # Create alert python cli.py alert-list # List active python cli.py alert-check # Check against live data python cli.py alert-backtest AAPL --condition "rsi<30" --period 1y # Backtest python cli.py dsl-eval AAPL "price > 200 AND rsi < 30" # DSL expression python cli.py dsl-scan "rsi < 25" --universe SP500 # Scan universe

Fixed Income & Macro

python cli.py bonds yield-curve # Treasury yield curve python cli.py credit-spreads # HY/IG spreads python cli.py sovereign-risk Italy # Sovereign CDS python cli.py macro gdp # GDP data python cli.py macro cpi --history 5y # Inflation

🌐 REST API

Base URL: https://data.quantclaw.org/api/v1

# Gamma exposure curl "https://data.quantclaw.org/api/v1/gex?symbol=SPY" # Fama-French regression curl "https://data.quantclaw.org/api/v1/fama-french?ticker=AAPL" # Monte Carlo simulation curl "https://data.quantclaw.org/api/v1/monte-carlo?action=simulate&symbol=AAPL&simulations=1000&days=30" # Pairs trading curl "https://data.quantclaw.org/api/v1/pairs?action=cointegration&symbol1=KO&symbol2=PEP" # Alert DSL curl "https://data.quantclaw.org/api/v1/alert-dsl?action=eval&ticker=AAPL&expression=price>200%20AND%20rsi<30" # Credit spreads curl "https://data.quantclaw.org/api/v1/cds?action=credit-spreads" # Hedge fund 13F curl "https://data.quantclaw.org/api/v1/13f?cik=0001067983"

All endpoints return JSON.


πŸ€– MCP Server (for AI Agents)

Add to your Claude Desktop or MCP client config:

{ "mcpServers": { "quantclaw-data": { "command": "node", "args": ["mcp-server.js"], "cwd": "/path/to/quantclaw-data" } } }

πŸ“‘ Data Sources (All Free)

Source

Type

Modules

Yahoo Finance

Market Data

Prices, options, technicals, fundamentals

SEC EDGAR

Regulatory

10-K, 10-Q, 8-K, insider trades, 13F

CoinGecko

Crypto

Prices, market cap, volume

FRED

Macro

GDP, CPI, rates, yield curves

Google News RSS

News

Real-time aggregation + NLP

USPTO

Alt Data

Patent filings, R&D velocity

NOAA

Alt Data

Weather, crop conditions

Reddit/StockTwits

Social

Retail sentiment

Congressional Disclosures

Alt Data

Politician trades

Polygon.io

Streaming

Real-time WebSocket

Finnhub

Streaming

Multi-market data

Alpaca

Streaming

Commission-free feeds

Kenneth French Library

Academic

Fama-French factor returns


πŸ—ΊοΈ Full Roadmap

βœ… Done (42 phases)

Phases 1-42 β€” see module table above.

πŸ”§ In Progress

#

Module

Description

43

Crypto On-Chain Analytics

Whale tracking, token flows, DEX volume, gas fees

44

Commodity Futures Curves

Contango/backwardation, roll yields, term structure

45

Fed Policy Prediction

FOMC analysis, dot plot, rate probability

46

Satellite Imagery Proxies

Foot traffic, shipping, construction activity

47

Earnings Call NLP

Tone, confidence, question-dodging detection

πŸ“‹ Planned (46 phases)

#

Module

Description

48

Peer Network Analysis

Interconnected company relationships, systemic risk

49

Political Risk Scoring

Geopolitical events, sanctions, regulatory impact

50

Product Launch Tracker

Social buzz, pre-order velocity, review sentiment

51

Executive Compensation

Pay-for-performance, peer comparison

52

Revenue Quality Analysis

Cash flow vs earnings divergence, channel stuffing

53

Peer Earnings Comparison

Beat/miss patterns, guidance trends

54

Crypto Correlation Indicators

BTC dominance, altcoin seasonality, DeFi TVL

55

Tax Loss Harvesting

Opportunities, wash sale rules, tax savings

56

Share Buyback Analysis

Authorization vs execution, dilution impact

57

Dividend Sustainability

Payout ratio, FCF coverage, cut probability

58

Institutional Ownership

13F changes, whale accumulation/distribution

59

Earnings Quality Metrics

Accruals ratio, Beneish M-Score, Altman Z-Score

60

Sector Performance Attribution

Allocation vs selection effect decomposition

61

Dark Pool Tracker

Block trades, institutional accumulation

62

Estimate Revision Tracker

Analyst upgrade/downgrade velocity

63

Corporate Action Calendar

Ex-dates, splits, spin-offs, rights offerings

64

Convertible Bond Arbitrage

Conversion premium, implied vol, delta hedging

65

Short Squeeze Detector

High SI + low float + technical signals

66

Market Regime Detection

Volatility clustering, correlation breakdowns

67

Activist Success Predictor

ML model on historical campaign outcomes

68

13D/13G Filing Alerts

Real-time webhook for activist filings

69

Proxy Fight Tracker

ISS/Glass Lewis recommendations, voting

70

Greenwashing Detection

ESG report vs actual metrics analysis

71

Sustainability-Linked Bonds

SLB issuance, KPI achievement

72

Climate Risk Scoring

Physical risk, transition risk, scenarios

73

Factor Timing Model

Regime detection for when factors work

74

ML Factor Discovery

Automated predictive factor engineering

75

Transaction Cost Analysis

Market impact, bid-ask modeling

76

AI Earnings Call Analyzer

Real-time tone via LLM

77

Cross-Exchange Arbitrage

Price discrepancies across exchanges

78

Regulatory Event Calendar

FOMC/CPI/GDP with reaction backtests

79

PDF Report Exporter

Markdown β†’ professional PDF + email

80

Alert Backtesting Dashboard

Visual performance with Sharpe ratio

81

Portfolio Construction Tool

MPT, BL, ESG constraints, tax-aware

82

Live Earnings Transcription

Stream + transcribe + extract signals

83

Smart Data Prefetching

ML predicts next request, preloads

84

Multi-Source Reconciliation

Compare sources, confidence voting

85

Neural Price Prediction

LSTM/Transformer with uncertainty

86

Order Book Imbalance

L3 data, short-term price prediction

87

Correlation Anomaly Detector

Unusual correlation breakdowns

88

Deep Learning Sentiment

FinBERT for filings, news, calls

89

Volatility Surface Modeling

IV smile/skew, vol arbitrage

90

ML Stock Screening

Multi-factor ML ranking

91

Insider Trading Network

Coordinated buying/selling clusters

92

Earnings Quality Forensics

Deep accounting red flag detection

93

Social Sentiment Spike Detector

Real-time surge detection, pump alerts


πŸ—οΈ How It's Built

This platform is built autonomously by AI agents:

  1. 5 sub-agents run in parallel, each building one module (~5-7 min each)

  2. Each agent reads existing patterns, creates Python module + CLI + API route

  3. When a batch of 5 completes β†’ deploy β†’ launch next 5

  4. At phase 80 β†’ a research agent discovers new data sources

  5. At phase 93 β†’ pipeline self-terminates

Cost per module: ~$0.04 (Claude Sonnet) Total platform cost: ~$4 for all 93 modules Build time: ~2 hours for the full platform


πŸ“ Project Structure

quantclaw-data/ β”œβ”€β”€ cli.py # Main CLI dispatcher β”œβ”€β”€ modules/ # Python modules (one per phase) β”‚ β”œβ”€β”€ alert_backtest.py β”‚ β”œβ”€β”€ alert_dsl.py β”‚ β”œβ”€β”€ black_litterman.py β”‚ β”œβ”€β”€ cds_spreads.py β”‚ β”œβ”€β”€ kalman_filter.py β”‚ β”œβ”€β”€ monte_carlo.py β”‚ β”œβ”€β”€ multi_timeframe.py β”‚ β”œβ”€β”€ order_book.py β”‚ β”œβ”€β”€ pairs_trading.py β”‚ β”œβ”€β”€ sector_rotation.py β”‚ β”œβ”€β”€ smart_alerts.py β”‚ └── walk_forward.py β”œβ”€β”€ src/app/ β”‚ β”œβ”€β”€ page.tsx # Dashboard UI β”‚ β”œβ”€β”€ services.ts # Module registry β”‚ β”œβ”€β”€ roadmap.ts # Full roadmap with status β”‚ β”œβ”€β”€ install.ts # Install instructions & CLI reference β”‚ └── api/v1/ # REST API routes β”œβ”€β”€ package.json └── README.md

🀝 Part of the MoneyClaw Ecosystem


πŸ“œ License

MIT β€” use it, fork it, build on it.


Built with 🦞 by

-
security - not tested
F
license - not found
-
quality - not tested

Latest Blog Posts

MCP directory API

We provide all the information about MCP servers via our MCP API.

curl -X GET 'https://glama.ai/api/mcp/v1/servers/yoniassia/quantclaw-data'

If you have feedback or need assistance with the MCP directory API, please join our Discord server