Dr. QuantMaster MCP Server

AI-Powered Quantitative Research Assistant with 45 MCP tools for causal inference, regression analysis, power calculation, and statistical code generation.

Features

45 MCP Tools in 10 Categories

Causal Inference Methods Supported

• DID (Difference-in-Differences): Parallel trends, staggered adoption, event studies

• RDD (Regression Discontinuity): Sharp/Fuzzy RDD, bandwidth selection, McCrary test

• IV (Instrumental Variables): 2SLS, weak instrument tests, overidentification

• PSM (Propensity Score Matching): Balance diagnostics, caliper selection, ATT/ATE

• Synthetic Control: Donor pool selection, placebo tests, inference

Code Generation

Generate analysis code for:

• R: tidyverse, fixest, did, rdrobust, MatchIt

• Stata: reghdfe, did_imputation, rdrobust, psmatch2

• Python: statsmodels, linearmodels, causalinference

Architecture

Skills (Hot Layer)     MCP Tools (Cold Layer)     RAG (Vector Search)
      |                        |                         |
      v                        v                         v
 01_IDENTITY.md          45 Tools               32 ChromaDB Collections
 02_CAUSAL_INFERENCE.md  - Knowledge Search     - stat_foundations
 03_REGRESSION.md        - Power Analysis       - regression_*
                         - Code Generation      - econometrics_*
                         - Diagnostics          - advanced_*

Installation

Prerequisites

• Node.js 18+

• npm or yarn

Setup

# Clone the repository
git clone https://github.com/seanshin0214/quantmaster-mcp-server.git
cd quantmaster-mcp-server

# Install dependencies
npm install

# Build
npm run build

# Copy environment file
cp .env.example .env

Claude Desktop Configuration

Add to claude_desktop_config.json:

Windows:

{
  "mcpServers": {
    "quantmaster": {
      "command": "node",
      "args": ["C:\\path\\to\\quantmaster-mcp-server\\dist\\index.js"],
      "env": {
        "CHROMA_PATH": "C:\\path\\to\\quantmaster-mcp-server\\chroma-data"
      }
    }
  }
}

macOS/Linux:

{
  "mcpServers": {
    "quantmaster": {
      "command": "node",
      "args": ["/path/to/quantmaster-mcp-server/dist/index.js"],
      "env": {
        "CHROMA_PATH": "/path/to/quantmaster-mcp-server/chroma-data"
      }
    }
  }
}

Usage Examples

Power Analysis

Tool: calc_power
Input: { "n": 200, "effectSize": 0.3, "alpha": 0.05 }

Causal Inference Guide

Tool: causal_design_guide
Input: { "method": "did", "context": "policy evaluation" }

Generate R Code

Tool: generate_r_code
Input: {
  "method": "did",
  "dataDescription": "panel data with treatment in 2020"
}

Interpret Coefficient

Tool: interpret_coefficient
Input: {
  "coefficient": 0.15,
  "se": 0.05,
  "method": "ols",
  "outcomeVar": "log_wage"
}

Tool Reference

Knowledge Search Tools

• search_stats_knowledge: Search statistical methods database

• get_method_guide: Get detailed method guide

• suggest_method: Suggest appropriate method for research question

• compare_methods: Compare two statistical methods

• get_formula: Get formula for specific statistic

Power Analysis Tools

• calc_sample_size: Calculate required sample size

• calc_power: Calculate statistical power

• calc_effect_size: Calculate effect size from statistics

• mde_calculator: Calculate minimum detectable effect

• power_curve: Generate power curve data

Causal Inference Tools

• causal_design_guide: Get causal inference design guide

• parallel_trends_check: Check parallel trends assumption

• iv_strength_check: Check instrument strength

• psm_guide: Propensity score matching guide

• rdd_bandwidth: RDD bandwidth selection guide

• event_study_guide: Event study design guide

Code Generation Tools

• generate_r_code: Generate R analysis code

• generate_stata_code: Generate Stata analysis code

• generate_python_code: Generate Python analysis code

• code_template: Get code template for method

• visualization_code: Generate visualization code

• table_code: Generate publication-ready table code

• debug_code: Debug statistical code

• optimize_code: Optimize code performance

32 ChromaDB Collections

Skills Files

01_IDENTITY.md

Dr. QuantMaster persona and core capabilities definition.

02_CAUSAL_INFERENCE.md

Detailed guides for DID, RDD, IV, PSM, and Synthetic Control with code templates.

03_REGRESSION.md

OLS, Panel Data, Limited Dependent Variables, Count Models, and Survival Analysis guides.

License

MIT License - See LICENSE for details.

Author

Sean Shin (@seanshin0214)

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Built with Model Context Protocol and ChromaDB