Enables quant research, strategy generation, backtesting, and paper trading from natural language prompts, integrating with AI agents via an MCP server.
Local-first backtesting engine with built-in overfitting detection (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents to validate trading strategies.
MCP server for the Pyon trading platform that lets AI agents search markets, generate research, build and edit node-graph strategies, run backtests, diagnose problems, and optimize parameters with 2-D sweeps.
MCP server for the FLOX trading framework. About 30 tools to run backtests, scaffold strategies, validate for lookahead bias, compute indicators, place orders, and query PnL from Claude/Cursor.
An extensible framework that exposes quantitative research functions and financial data connectors, such as FRED, via an MCP server. It enables users to perform complex financial modelling, data retrieval, and autonomous research loops with built-in guardrails and pluggable components.