Quantcontext MCP Server

@zomma-dev

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基本情報

カテゴリ

金融とコマース

ライセンス

MIT

作者

zomma-dev

Quantcontext MCP Server について

QuantContext is an MCP server that gives AI agents real quant computation for better trading: stock screening, strategy backtesting, and factor analysis.

Quantcontext MCP Server の設定

標準の設定はありません

このサーバーの README には解析可能な MCP 設定ブロックが含まれていません。インストール手順はリポジトリをご確認ください。

リポジトリ

Quantcontext MCP Server のツール

Filter S&P 500, Nasdaq 100, or Russell 2000 by fundamentals, momentum, quality, technical signals, or a multi-factor blend. Returns ranked candidates.

Test a strategy over history with a rebalance-loop engine. Returns CAGR, Sharpe, max drawdown, equity curve, and trade log.

Decompose strategy returns into Fama-French factors (market, size, value, momentum). Returns alpha with t-statistic, factor loadings, and R-squared.

概要

What is Quantcontext Mcp Server?

QuantContext is an MCP server that gives AI agents real quant computation for better trading: stock screening, strategy backtesting, and factor analysis.

How to use Quantcontext Mcp Server?

Follow the repository README to install the server and add its MCP configuration to your client.

Key features of Quantcontext Mcp Server

Docs — full reference, examples, methodology
PyPI

Use cases of Quantcontext Mcp Server

Connect an MCP-compatible client to this repository's service.
Review the README-backed setup before enabling it in production.

よくある質問

Where is the source code for Quantcontext Mcp Server?

The source code is linked from the repository URL on this page.

Does Quantcontext Mcp Server include a standard MCP config?

If the README contains a parseable MCP configuration block, it is shown in the Config tab.

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