"Qwant" matching MCP servers:

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.

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

Deterministic Risk Oracle for DeFAI Agents.

An extensible framework that exposes quantitative research functions and financial data connectors, such as FRED, via an MCP server. It enables users to perform complex financial modelling, data retrieval, and autonomous research loops with built-in guardrails and pluggable components.

Enables natural language quantitative analysis for US and Indian equities, including trade plans, portfolio optimization, backtests, and price alerts using real market data.

Enables MCP clients to directly access A-share market data, including real-time quotes, K-lines, market statistics, sector performance, multi-condition stock screening, and latest financial indicators.

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.

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

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

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