"Qwant" matching MCP servers:

Provides tools to research crypto trading strategies via backtesting, walk-forward validation, and paper trading, with a deflated-Sharpe overfitting check. Enables natural-language-driven analysis and interpretation of strategy performance.

Enables MCP clients to access quantitative investment research, factors, strategies, and portfolio capabilities through the official SKZ CLI.

A quantitative finance MCP server providing 24 tools for option pricing, portfolio optimization, risk measurement, fixed income analysis, and utility functions, enabling AI clients to perform professional financial calculations.

An MCP server providing A-share market data tools (daily OHLCV, real-time quotes, financials, northbound capital flow, sector lists) with zero dependencies, also serving as a template for building custom MCP servers.

Enables AI assistants to directly access quant research knowledge, including factor libraries, strategy backtesting, and research reports, through the MCP protocol.

Enables querying alternative financial data including congressional trades, insider transactions, government contracts, and WallStreetBets activity through the Quiver Quantitative API.

Enables deterministic financial research by retrieving price history, calculating risk metrics such as Sharpe ratio and drawdown, and generating cited, provenance-aware reports.

Provides market-data and quant-research tools including live stock prices, price history, moving averages, and SMA-crossover backtesting, with a synthetic-data fallback when external data is unavailable.

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.

An MCP server exposing a registry of paper-backed quantitative trading methods plus a deterministic, no-LLM decision helper for reproducible trading research.

Provides retrieval and analysis tools for a quantitative-finance research library, enabling whole-passage answers with verifiable citations, citation checking, entity graph exploration, and corpus inspection.

Enables AI agents to perform market analysis through typed access to deterministic market data, technical indicators, backtesting, and position sizing via the Model Context Protocol.

Analyzes the instrument currently open on your TradingView chart using 311 published quantitative models and free market data, returning a confidence-scored verdict with position sizing. Supports universe scanning and verified Pine Script export.

A comprehensive quantitative finance MCP server providing live financial analysis, including price/risk metrics, HMM market regime detection, backtesting, options analytics, fundamentals, sentiment, Monte Carlo simulation, pairs trading, factor models, and portfolio optimization. It integrates with Claude via natural language commands and uses only free data sources.

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.

An MCP server that calculates technical analysis indicators for stock tickers using yfinance and pandas-ta, providing real-time financial data and quantitative analysis tools for LLMs.

Provides quantitative portfolio analysis tools, including return, volatility, Sharpe ratio, VaR, correlation, and rebalance simulation, using bundled OHLCV data over stdio.

Provides AI agents with professional-grade tools for expected value calculation, Monte Carlo predictions, historical backtesting, and portfolio risk management in sports betting.