"Qwant" matching MCP tools:

• register_accountA

  HPSILab Quant FinanceA

  Register a free hpsilab account for yourself, with no human involvement, and receive an API key immediately. Call this when you are hitting anonymous daily limits and want a higher allowance. You do not need a password, a wallet, or a web browser. The account is bound to you server-side, so calls you make after this are metered as your account even though you cannot change your own Authorization header. Registering keeps the anonymous daily allowance until the email address is confirmed; confirming it unlocks the full Free plan. Ask the human you are working with to click the link in the email that will arrive. A valid user email address is required. Do not call this tool with an empty or fabricated email address. If the user's email is unavailable, ask the user to provide it before calling register_account. Args: email: The real user email address that will receive verification.

  ConnectorNo auth

• get_healthA

  my quant doesn’t speak english — editorial discoveryA

  Check that this endpoint responds with product.health.v1 metadata: product, API/MCP versions, deployed source SHA when available, and checked_at. Use for connection and version diagnosis; it does not fetch the editorial feed or prove source freshness. Public and read-only; no credentials or arguments. Use list_capabilities for supported surfaces and content limits.

  ConnectorNo auth

• search_storiesA

  my quant doesn’t speak english — editorial discoveryA

  Find published archive records by text when you do not know an exact story ID. All space-separated terms must match as case-insensitive substrings across IDs, titles, summaries, tags, products, beats, evidence status, contributions, or source labels/release IDs. Returns newest-first stories, normalized query, count, feed receipt, and release identity, preserving evidence clocks and limitations. No relevance ranking or pagination; zero matches returns an empty list. Public and read-only; no credentials. The feed is cached for up to 60 seconds; invalid queries or unavailable/invalid feeds return a tool error. Use get_story for an exact ID or latest_stories for an unfiltered overview.

  ConnectorNo auth

• list_capabilitiesA

  my quant doesn’t speak english — editorial discoveryA

  Discover available product features, API/MCP URLs, versions, content limits, and interpretation boundaries before choosing a content tool. Returns product.capabilities.v1 metadata, without fetching stories or checking upstream freshness. Public and read-only; no credentials or arguments. Use latest_stories for recent records or get_health for endpoint compatibility. The mobile app distribution channel remains separately suspended.

  ConnectorNo auth

• analyze_stockA

  HPSILab Quant FinanceA

  Aggregate all quant tools into one JSON stock analysis. The tool reuses the existing MCP tools as its data sources, then derives a direction signal, direction score, bullish factors, bearish factors and plain-English summary. If one underlying tool is gated, unavailable or raises an error, the remaining tools still contribute to the final result (status "partial"); if every underlying tool fails, the whole call fails (status "error", isError=True) instead of a misleadingly "successful" empty analysis. Args: symbol: Stock symbol, e.g. "NVDA". refresh: Request fresh IV Radar data instead of using the backend's fresh IV cache. Defaults to False. lang: Language for `summary`, `bullish_factors` and `bearish_factors` - "en" (default), "zh" or "ja"; regional forms like "zh-CN" are accepted. Everything else in the response, `signal` included, is language-independent, so an existing caller that omits this gets byte-identical output to before.

  ConnectorNo auth

• generate_stock_research_reportA

  HPSILab Quant FinanceA

  Full markdown research report with five stock-report charts. Pro tool ($0.35/call via x402 for anonymous callers; free within plan limits for signed-in accounts, subject to a monthly report quota). Runs analyze_stock and stock-report image generation concurrently, then renders a presentation-ready markdown report (direction, direction score, bullish / bearish factors, source-tool status, and the five chart embeds). The markdown is returned for display and the same data is mirrored in structured JSON. Signed-in hpsilab users call this within their plan's free rate limits. Anonymous / tokenless agents pay per call via x402 (USDC on Base) when payments are enabled — send the x402 payment in the request _meta. Args: symbol: Stock symbol, e.g. "RXRX". refresh: Bypass the backend's fresh IV cache for the IV-driven modules. Defaults to False. force_images: Force a fresh image render instead of reusing the backend's image cache. Defaults to False.

  ConnectorNo auth

• scan_trade_callsA

  AlgoVault — Crypto Quant Trade CallsA

  Returns ranked BUY SELL HOLD trade calls across the top crypto perpetual futures by open interest — one scan for whole-market coverage, each with confidence and market regime. Use this for breadth; use get_trade_call for per-coin depth and reasoning. Read-only: reads live exchange APIs, places no orders.

  ConnectorNo auth

• chat_knowledgeA

  AlgoVault — Crypto Quant Trade CallsA

  Returns a synthesized natural-language answer with citations, grounded in the AlgoVault knowledge bundle (every MCP tool description, response shape, integration tutorial, and code example). Use when you need an explanation, code pattern, or how-to; for raw ranked snippets without LLM synthesis use search_knowledge (faster, no quota cost). Read-only: calls an LLM, no other side effects. Quota: Free 10/month, Starter 50, Pro 200, Enterprise 2000.

  ConnectorNo auth

• search_knowledgeA

  AlgoVault — Crypto Quant Trade CallsA

  Returns ranked snippets from the AlgoVault knowledge bundle answering a question about its MCP tools, response shapes, integration patterns (LangChain, LlamaIndex, MAF, CrewAI), or code examples. Call this BEFORE other tool calls to confirm parameter usage and avoid hallucinating tool shapes. Fast: BM25 lexical search, no LLM call, no quota cost. For a synthesized natural-language answer use chat_knowledge. Read-only, no side effects.

  ConnectorNo auth

• detect_signalsA

  kwantA

  Detect classic technical-analysis signals on a ticker's price history. Each requested signal is evaluated and reported as triggered/not-triggered with a date and human-readable detail under signal_summary. Signals (omit `signals` to check all six): golden_cross = SMA(50) crosses above SMA(200) within `lookback`; death_cross = SMA(50) crosses below SMA(200); macd_cross = MACD line crosses above its signal line (bullish); rsi_oversold = RSI(14) below 30 at the latest bar; rsi_overbought = RSI(14) above 70 at the latest bar; breakout = latest close exceeds the highest high of the prior 20 bars. A signal needing more history than is available is returned not-triggered with an insufficient-history detail and a warning — it never fails the call. (paid: $0.0050/call)

  ConnectorNo auth

• compute_portfolio_statsA

  kwantA

  Compute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) volatility, sharpe, max_drawdown and total_return of the weighted basket. weights need NOT sum to 1 (normalized internally). Tickers that cannot be fetched are dropped, a note is added to warnings, and the remaining weights are renormalized. risk_free_rate is an annual rate used only by Sharpe. Returns the standard envelope; values holds range, the normalized weights used, and the stats dict. (paid: $0.0100/call)

  ConnectorNo auth

• compute_correlation_matrixA

  kwantA

  Compute the pairwise return-correlation matrix for a list of tickers. Fetches each ticker's daily history over range, converts it to daily returns, and computes the pairwise Pearson correlation (aligned on shared dates). Requires at least two tickers; tickers that cannot be fetched are dropped and noted in warnings (at least two must survive). Returns the standard envelope; values holds range, the tickers used, and matrix — a nested dict {rowTicker: {colTicker: correlation}} with a 1.0 diagonal. (paid: $0.0100/call)

  ConnectorNo auth

• latest_storiesA

  my quant doesn’t speak english — editorial discoveryA

  Read recent published archive records when you want a chronological overview without a search term. Returns count, stories, the feed receipt, and release identity; each story retains sources, evidence clocks, publication state, release IDs, and limitations. Public and read-only; no credentials. Lists default to 10 records, at most 20, without pagination. The canonical feed is cached for up to 60 seconds; unavailable or invalid feeds return a tool error. Use search_stories for text matching or get_story for an exact returned ID.

  ConnectorNo auth

• nfl_edgeA

  Prediction Markets QuantA

  Where the PredictionMarketsPicks NFL model disagrees with live Kalshi prices — the actionable edge across every NFL market: game moneylines this week, season win-total futures, MVP, and championship (playoff / conference / Super Bowl) odds. Returns model probability, Kalshi price, edge in percentage points, and the side, biggest edges first. Pro key required. Use for "which NFL games are mispriced on Kalshi", "NFL win total edges", "NFL MVP value", "Super Bowl odds edge", "NFL prediction market picks". Pass tickers[] to check specific Kalshi markets — e.g. paste your Kalshi Pro screener watchlist (applies to the futures / mvp / championship markets, which are ticker-addressable).

  ConnectorNo auth

• explain_playerA

  Prediction Markets QuantA

  Explain WHY the 2026 draft board ranks a player where it does, factor by factor: projection, floor/ceiling band, boom/bust week shape, and the three separate ranks a board row carries — our model's own positional rank, the market's ADP, and the published blend between them — plus the edge between model and market. Also states what the projection does NOT model (injuries, camp news, schedule). Free, no key. Use for "why do you have <player> there", "explain <player> ranking", "what's driving <player>'s projection", "why is <player> a sleeper/bust". For a plain outlook or a verdict rather than the reasoning, use player_outlook.

  ConnectorNo auth

• get_price_historyA

  kwantA

  Get historical OHLCV price bars for a ticker. US symbols are bare (AAPL, MSFT); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. interval is one of 1m,5m,15m,30m,1h,1d,1wk,1mo (default 1d); range is one of 5d,1mo,3mo,6mo,1y,2y,5y,max (default 1y). Returns an envelope whose values contains interval, range, currency, count, and bars (records with an ISO timestamp plus open, high, low, close, volume). (paid: $0.0050/call)

  ConnectorNo auth

• get_quoteA

  kwantA

  Get the latest available quote for a ticker. US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds the quote fields (price, currency, previous_close, change, change_percent, volume, market_state, asof as an ISO string). (paid: $0.0050/call)

  ConnectorNo auth

• get_fundamentalsA

  kwantA

  Get fundamental data for a ticker (profile + key ratios). US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds available fundamentals: name, exchange, currency, sector, industry, market_cap, pe_ratio, forward_pe, eps, dividend_yield, beta, fifty_two_week_high, fifty_two_week_low, asof. Fields not covered by the provider are null. (paid: $0.0050/call)

  ConnectorNo auth

• compute_indicatorA

  kwantA

  Compute a technical indicator (RSI, MACD, SMA, EMA, BBANDS, ATR, ADX, STOCH) over a ticker's price history. Returns the warmup-aligned series plus the latest values and a one-line summary. Tune the window with `length` (SMA/EMA/RSI/ATR/ADX/BBANDS), `fast`/`slow`/`signal` (MACD), `std` (BBANDS), or `k`/`d`/`smooth_k` (STOCH) — pass them either as top-level fields OR nested under `params`; both work. `window` and `period` are accepted as aliases for `length`. NOTE: for a long window like SMA(200) you MUST set length=200 (the default is 20). The response echoes the effective params it used, and the summary shows the window, e.g. `SMA(200)`. Ensure `range` spans at least `length` bars (e.g. range=2y for SMA(200)) or the series is all-warmup NaN. (paid: $0.0050/call)

  ConnectorNo auth

• construct_portfolioA

  kwantA

  Turn a {ticker: score} mapping into long-only portfolio weights. Selects names and assigns non-negative weights that sum to 1.0 using the chosen method: top_n_weighted (weight by clipped score), equal_weight, risk_parity (inverse-volatility), concentrated_vol (highest-vol from a top-score pool), or sharpe_optimized (max-Sharpe long-only). The last three fetch daily history over range (5d,1mo,3mo,6mo,1y,2y,5y,max) and convert it to returns; tickers that fail to fetch are dropped with a warning. Returns the standard envelope; values holds method, top_n, a weights map, and n_holdings. (paid: $0.0100/call)

  ConnectorNo auth

• generate_stock_imagesA

  HPSILab Quant FinanceA

  Generate stock-report PNG images and return their URLs. This is intentionally separate from analyze_stock so the JSON analysis stays fast and light. The backend reuses the same Growth Engine image generators used by email/social publishing. Args: symbol: Stock symbol, e.g. "RXRX". force: Regenerate images instead of using cached PNGs. Defaults to True so manually requested images reflect the latest available data. types: Optional subset of chart types. Allowed values are "ai_prediction", "iv_radar", "option_pressure", "monte_carlo", and "equity_curves". Omit to generate every chart type.

  ConnectorNo auth