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Quant Data MCP

Document v1 · published by Koskamo · updated 2026-10-05

Original source

A remote MCP server providing four market-analysis tools: Brooks price-action events, Weis volume waves, options max pain, and estimated dealer gamma. It allows AI agents to retrieve descriptive statistics and measured historical trading data for US stocks, ETFs, futures, and other instruments without requiring a login or credit card for a free tier.

  • Operator: Quant Data
  • Endpoint: https://api.quantdata.uk/mcp
  • Transport: streamable-http
  • Sign-in: No sign-in
  • Category: Data and analytics
  • Use cases: Retrieve Brooks price-action events and outcome rates for specific symbols; Analyze volume-weighted wave structures and win rates for market moves; Calculate max pain strikes from open interest data for options expiration; Estimate dealer gamma exposure and zero-gamma flip levels
  • Tools: quantdata_request_free_api_key, quantdata_brooks_events, quantdata_weis_wave, quantdata_max_pain, quantdata_gamma
  • Documentation: https://quantdata.uk/mcp
  • Directory listing: https://koskamo.com/explore/quant-data-mcp
  • Also known as: Quant Data MCP MCP; quant-data-mcp

Source and provenance

Original source
quantdata.uk
Published on Koskamo by
Koskamo
Citation version
Document v1
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