"Finding the best servers for quant trading, options pricing in Python, R, Rust and market data" matching MCP servers:

Provides real-time stock data, technical indicators, and market analysis via MCP protocol to enable AI-driven quantitative trading.

Provides real-time market data tools (quotes, news, earnings calendar, watchlist scanner, and composite analysis) for AI agents via Finnhub, with optional Alpaca broker integration and graceful degradation.

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.

Enables fetching market and options data including OHLCV prices, option chains, Greeks, and corporate events through a pluggable FastAPI service. Supports creating aligned training datasets for financial analysis and uses yfinance by default with support for custom data providers.

Real-time financial market data MCP server. Stocks, crypto, technicals, sentiment, FDA calendar. No API keys required.

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

Provides live cryptocurrency market data from over 100 exchanges, enabling AI agents to fetch prices, order books, funding rates, and more for trading analysis and arbitrage opportunities.

Provides read-only real-time market data, including snapshots, quotes, candlesticks, order book, tickers, and security search, from the Futu OpenAPI to MCP clients like Codex.

Give any LLM agent a real Android or iPhone. 62 MCP tools: tap, swipe, type, screenshot, screen-tree reading, app launch, camera, TTS, crash reports, batched execution. Android via ADB, iPhone via WebDriverAgent, on-device inference, Docker+KVM emulators. Works with Claude Code, Cursor, LangChain, LlamaIndex, and any MCP client. MIT.

Enables AI assistants and agents to query exchange hours, futures expiries and roll calendars, settlement and FX sessions, DST gaps, Treasury yield curves, ECB FX rates, and CFTC positioning through paid x402 calls, while offering free catalog and listing helpers.

Enables searching Bluesky, Substack, and Hacker News content via structured APIs with optional x402 micropayments or API key authentication.

Provides live US stock quotes and historical price data via MCP tools.

Provides a read-only interface to audit and continue coding agent sessions by extracting plans, intents, and edit authorship from history across multiple agents (Claude, Codex, OpenCode, Antigravity, Pi) via MCP, CLI, and Python SDK.

Enables AI assistants to interact with humans through GUI dialogs for text input, choices, confirmations, and information display.

Real-time stock quotes, batch quotes, and K-line (candlestick) data for A-share (Shanghai/Shenzhen), Hong Kong, and US markets. Covers 5 tools: stock_quote, stock_quote_batch, kline, market_status, and market_summary.

Enables AI assistants like Claude to interact with humans through intuitive GUI dialogs, supporting text input, choices, confirmations, and information displays.

Enables AI agents to query synthetic packaged-coffee pricing data for elasticity estimates, price-change simulations, guardrail checks, price-ladder validation, and competitor positioning while logging read-only tool calls. It also includes evaluation tooling for grading whether agents use those pricing tools correctly and ground their answers in tool outputs.

ai-api-pricing-data MCP server

Enables Large Language Models to access and manipulate Autodesk Revit models through a pyRevit-based bridge and the Model Context Protocol.

econ-r-mcp is a local MCP server plus companion skill for reproducible applied econometrics and statistics workflows powered by headless R execution.

Local-first Taiwan market evidence workbench for AI agents with persistent Watchlists, governed MCP, auditable evidence, and explicit execute-once retrieval. GitHub Repository URL

Enables querying options chains and estimating gamma exposure for ETFs and liquid underlyings, including proxy gamma calculations and historical gamma snapshots.

Connects MCP clients to a local social engine that reads bounded posts, comments, replies, and feeds into local inboxes, turns source material into drafts and briefs, and publishes exact frozen jobs with recorded provider IDs and receipts across Instagram, Threads, and Substack.

Pre-trade risk validation and position sizing for AI trading agents via G-formula and Iron Fist.

Provides AI agents with real-time financial market intelligence including regime detection, adaptive signals, macro context chains, and cross-market analysis for crypto, US, and Korean stocks.

Enables AI assistants to execute R code, create visualizations, analyze data, and manage packages through a local Rscript CLI.

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.

Enables authorized web/API security analysis as a stateful, multi-stage workflow with persistent session state, human-controlled validation, candidate versus confirmed finding tracking, and stop conditions.

Enables LLM clients to analyze markets, research and optimize options strategies, and execute defined-risk vertical spreads on Interactive Brokers (paper-first) using an Opening Range Breakout signal across trading sessions.

Provides Python and FastAPI coding best practices with searchable guidelines, code review capabilities, and actionable improvement suggestions with examples across general coding, performance, and code quality categories.