Provides point-in-time financial data access and an honest backtesting engine via MCP, enabling users to research restated fundamentals, run backtests with deflated Sharpe metrics, and benchmark returns against published factors.
Enables multi-agent financial research through MCP, combining live or offline market, news, fundamentals, document RAG, and risk tools with critic review, synthesis, and execution tracing.
Enables quantitative trading research by providing tools to backtest strategies, list market datasets, review forward-test logs, and search previously rejected hypotheses, all through an MCP interface.