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HPSILab - Quant Finance MCP Server for Stock Analysis and Options Analytics

HPSILab - Quant Finance MCP Server for Stock Analysis and Options Analytics

by haiyunsky
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Python
Hybrid

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Deploy Server
One endpoint for every MCP toolRayrun runs every MCP server behind one URL and holds the credentials. Each call is decided per client, tool, and argument, then recorded.ray.runAd

TDQS

A4.1/5.0

Scored across 10 tools

Disambiguation4/5

Most tools target a clear distinct dimension (IV, options pressure, Monte Carlo, AI prediction, equity curve). The only real ambiguity is between the composite tools analyze_stock and generate_stock_research_report and their sub-tools, but descriptions explicitly tell the agent when to prefer which (and even warn against calling sub-tools after analyze_stock).

Naming Consistency5/5

All names follow a predictable snake_case verb_noun pattern: get_* for data retrievals, analyze_*, generate_*, and register_account. No mixed conventions or vague verbs.

Tool Count5/5

Ten tools is well-scoped for a quant analysis suite: one per data dimension plus composites, a report, images, risk scan, and registration. Each tool earns its place without redundancy.

Completeness3/5

Core analysis surfaces are well covered, but the pretrade risk scan depends on a user watchlist/portfolio that has no create/update/delete tool in this set, and there is no account-status/quota-check tool even though credits govern usage. These gaps will force agents to hit dead ends in portfolio-aware workflows.

Maintenance

ActivityNo data
ResponsivenessSyncing

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