QuantContext MCP
QuantContext is an open-source MCP server that provides deterministic quantitative analysis for AI trading agents. It enables stock screening across major indices, strategy backtesting with rebalance-loop engines, and Fama-French factor analysis to decompose returns. The server computes all metrics from real market data using public sources like Yahoo Finance and Kenneth French Data Library, ensuring reproducible results without hallucination.
Package and access
Local package with source-attributed installation metadata. Koskamo does not execute packages during review.
What you can do with it
- Screen S&P 500 stocks by fundamental, momentum, or value criteria
- Backtest trading strategies with historical data and performance metrics
- Decompose strategy returns into Fama-French factors to identify alpha sources
Source and maintenance
- Maintenance checked
Packages and installation
Source-provided package data. Koskamo has not executed or live-probed this package.
quantcontext-mcp 0.1.2
{
"version": "0.1.2",
"transport": "stdio",
"identifier": "quantcontext-mcp",
"runtimeHint": "uvx",
"registryType": "pypi"
}Tools
Reported by the attributed source; not independently observed by Koskamo.
Connect from your client
Each snippet configures the same source-provided package; replace placeholders before use.
Cursor
{
"mcpServers": {
"quantcontext-mcp": {
"command": "uvx",
"args": [
"quantcontext-mcp==0.1.2"
]
}
}
}Cline
{
"mcpServers": {
"quantcontext-mcp": {
"command": "uvx",
"args": [
"quantcontext-mcp==0.1.2"
]
}
}
}VS Code
{
"servers": {
"quantcontext-mcp": {
"type": "stdio",
"command": "uvx",
"args": [
"quantcontext-mcp==0.1.2"
]
}
}
}Claude Desktop
{
"mcpServers": {
"quantcontext-mcp": {
"command": "uvx",
"args": [
"quantcontext-mcp==0.1.2"
]
}
}
}Let your agent find its tools
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