"Qwant" matching MCP servers:

Institutional-grade quantitative stock analysis and research signals for AI agents via the Model Context Protocol (MCP).

MCP server for Quant Data, providing measured market statistics for index futures and equities, including day-type probabilities, Weis volume-price waves, options max pain, and dealer gamma exposure. Includes free keyless access and emphasizes honest reporting of model limitations.

Quant tools for AI agents on Kalshi & Polymarket. 32 tools, 25 free with no key: EV, Kelly sizing, Bayes updates, odds conversion, base-rate gaps, combo grading, Fed odds, the NFL model, and Kalshi 15-minute markets and perps (live board + liquidation estimates). Pro adds commodity and NFL edge models, the mispricing scanner and edge alerts.

AI-native quantitative trading signal engine for crypto and TradFi perpetuals. Multi-factor composite BUY/SELL/HOLD signals, cross-venue funding rate arbitrage scanning, and market regime detection powered by Hyperliquid data.

Deterministic Risk Oracle for DeFAI Agents.

Read-only market briefings with source evidence and freshness limits. Discover capabilities, check health, browse latest stories, retrieve a story by ID, and search the published archive. Public Streamable HTTP MCP; no credentials or trading execution.