QuantToGo MCP — Macro Factor Quantitative Signal Source

What is QuantToGo MCP — Macro Factor Quantitative Signal Source?

A macro-factor quantitative signal source accessible via the Model Context Protocol (MCP). It provides 8 tools and 1 resource for AI agents to discover strategies, register for a free trial, query live trading signals, and check subscription status—all within the conversation. All performance shown is forward-tracked from live signals, not backtested. QuantToGo is not a trading platform, asset manager, or copy-trading community; it is a quantitative signal source that publishes systematic trading signals based on macroeconomic factors.

How to use QuantToGo MCP — Macro Factor Quantitative Signal Source?

Install and configure the server by adding a JSON block to your MCP client (Claude Desktop, Cursor, Coze, or any Streamable HTTP client). For local execution use "command": "npx", "args": ["-y", "quanttogo-mcp"]. For remote access use the SSE URL https://mcp.quanttogo.com/sse or Streamable HTTP endpoint https://mcp-us.quanttogo.com:8443/mcp. No additional configuration is required; AI agents can immediately call tools like list_strategies, register_trial, and get_signals.

Key features of QuantToGo MCP — Macro Factor Quantitative Signal Source

• Quantitative signal source with 8 MCP tools and 1 resource
• Macrofactor-driven strategies (sentiment, FX, trend, liquidity)
• Zero configuration setup for AI agents
• Live forward-tracked, auditable performance (not backtested)
• Free 30-day trial with instant API key via email
• Supports both local (npx) and remote (SSE/HTTP) transports
• Strategies focus on ETF/futures to avoid individual stock risk

Use cases of QuantToGo MCP — Macro Factor Quantitative Signal Source

• AI assistants can discover and compare the live performance of all strategies
• Users can register for a free trial and receive trading signals within the chat
• Check remaining trial days and subscription status interactively
• Obtain the latest buy/sell signals for a specific strategy in real time
• Evaluate multiple strategies side-by-side using a quantitative framework

FAQ from QuantToGo MCP — Macro Factor Quantitative Signal Source

How is QuantToGo different from a trading platform or asset manager?

QuantToGo is a signal source—like a weather forecast for financial markets. It publishes trading signals; you decide whether to act in your own brokerage account. It never touches your funds.

What are the runtime requirements?

The MCP server runs via npx (Node.js required) for local setups, or connects remotely via SSE/Streamable HTTP. No other dependencies are needed.

Where do the signals and performance data live?

All signals are published on QuantToGo’s servers and are immutable—timestamped at publication. Performance is forward-tracked and auditable through GitHub commit history.

Is there a free trial? How do I get an API key?

Yes, a 30-day free trial is available. Use the register_trial tool with your email to get an API key instantly. The key is required for signal tools.

What transports and authentication are supported?

Supports local stdio (via npx) and remote SSE (URL: https://mcp.quanttogo.com/sse) and Streamable HTTP (https://mcp-us.quanttogo.com:8443/mcp). No auth is needed for discovery tools; signals require an API key obtained via trial registration.