Quant Brain MCP

Install

Works with Claude Code, VS Code, Cursor, Windsurf. Read the repository before you give any tool access to your data.

npx agentmarket install connector/paarths-collab-quant-brain-mcp

About

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Permissions

What this server can do and what it asks for, from its tool list, install config and code. Checked Oct 25, 2026.

Tools

2 read · 2 write · 0 delete · 6 not yet classified

Secrets

None asked for

Install scripts

Nothing to install (hosted)

Runs as

Hosted (remote endpoint)

Tools (10)

Read from the source code; the running server may differ. Descriptions are the server’s own words; hidden characters are shown as [U+…].

• backtest

  Run MACD momentum strategy backtest for one ticker. `period`: history window, e.g. "1y","2y","5y","10y" (default "2y").

• chart

  Generate the full institutional chart suite for dashboard rendering.

• dispatch
• generate_optimized_verdict

  Fits portfolio weights to early historical data and evaluates frozen weights on a later holdout; returns historical research diagnostics.

• indicator

  Momentum indicators: rsi, macd, roc, cci, stoch, stochrsi, tsi, willr. Runs all momentum indicators for the ticker, or only the subset named in `indicators` (e.g. ["rsi", "macd"]). `period` sets the history window: "1d","5d","1mo","3mo","6mo","1y","2y","5y","10y","ytd","max" (default "2y").

• intelligence

  Return a full company snapshot with business, valuation, and market metadata.

• optimization

  Optimize a portfolio and return backtest metrics plus a final verdict. Args: tickers: List of ticker symbols (e.g. ["AAPL", "RELIANCE.NS"]) amount: Investment amount used for allocation context optimize_type: Optimization mode. Supported values are: "mvo", "hrp", "max_sharpe", "min_volatility", "black_litterman", "cvar", "semivariance". period: History window for price data, e.g. "1y", "2y", "5y", "10y" (default "2y"). Longer windows give the optimizer and backtest more data at the cost of a slower fetch.

• quote

  Current price snapshot for one or more tickers (US and Indian). Returns last price, day change %, day and 52-week ranges, position within the 52-week range, and volume vs 3-month average. `as_of` and `fetched_at` record retrieval time, not market observation time. `market_timestamp` is null and freshness is unknown. The provider delay note is approximate; web search is not a real-time quote feed.

• research

  Start private NSE equity research with internal Codex agents; returns a job ID. Use 1–5 NSE symbols (e.g. RELIANCE.NS). Quick uses four model calls; standard uses up to eight, deep up to ten. Jobs consume the configured Codex account allowance. Poll get_research_status, then retrieve the report. Prices may be delayed. No orders are placed. Research is not a guarantee.

• trade

  Build a sized trade plan: entry, stop, share count, R targets, invalidation. The answer to "what do I do?": given account equity and the percent of it you are willing to risk, returns an entry reference (last close), a structural stop (tighter of recent swing level or 2x ATR, with a minimum distance of 0.75 ATR), whole shares sized within the modeled risk budget, 1R/2R/3R targets, a liquidity check (order as % of 20-day turnover), and a one-line invalidation. `max_loss` assumes execution at the stop; gaps, slippage and fees can increase actual losses. This calculation places no order.

Signals

Stars

4

Forks

0

Open issues

0

Last commit

Oct 17, 2026 (12 days ago)

Last release

Aug 16, 2026 (2 months ago)

From GitHub (fetched Oct 24, 2026).

Details

Registry name

io.github.paarths-collab/quant-brain-mcp

Version

1.0.0

Auth

Auth not stated

License

MIT

Repository

github.com/paarths-collab/quant-brain-mcp

Website

github.com/paarths-collab/quant-brain-mcp

First seen

Oct 24, 2026

Last checked

Oct 24, 2026

Source

Official MCP Registrygithub-graphql