Finance Toolkit
500+ transparent financial methods calculated from raw statements, not third-party endpoints.
Description from the maker (original English)
Free financial data from eleven sources behind six verbs, point-in-time where the source allows.
These three are never merged into one score: opinions, measurements and popularity are different things.
We have not written a plain-language summary for this one yet. Below are the facts we read from the registry.
Pick the AI app you use, then copy the settings.
VINTAGE_USER_AGENT, FRED_API_KEY, VINTAGE_CACHE_DIRValues marked secret are keys to your account. Never share them or paste them into a chat.
You need
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Pick your app above. We remember it, so next time the button says “Install in …”.
Open Claude Desktop → Settings → Developer → Edit Config, and paste this into claude_desktop_config.json
{
"mcpServers": {
"vintage": {
"command": "uvx",
"args": [
"vintage-mcp"
],
"env": {
"VINTAGE_USER_AGENT": "your-value",
"FRED_API_KEY": "your-value",
"VINTAGE_CACHE_DIR": "your-value"
}
}
}
}Run this in your terminal
claude mcp add vintage --env VINTAGE_USER_AGENT=your-value --env FRED_API_KEY=your-value --env VINTAGE_CACHE_DIR=your-value -- uvx vintage-mcpFill in the empty values before running it.
Paste into .cursor/mcp.json in your project, or ~/.cursor/mcp.json
{
"mcpServers": {
"vintage": {
"command": "uvx",
"args": [
"vintage-mcp"
],
"env": {
"VINTAGE_USER_AGENT": "your-value",
"FRED_API_KEY": "your-value",
"VINTAGE_CACHE_DIR": "your-value"
}
}
}
}Your browser asks to open the app, then the app shows the settings and asks you to confirm. Key values are left empty for you to fill in.
Paste into .vscode/mcp.json in your project
{
"servers": {
"vintage": {
"type": "stdio",
"command": "uvx",
"args": [
"vintage-mcp"
],
"env": {
"VINTAGE_USER_AGENT": "your-value",
"FRED_API_KEY": "your-value",
"VINTAGE_CACHE_DIR": "your-value"
}
}
}
}Your browser asks to open the app, then the app shows the settings and asks you to confirm. Key values are left empty for you to fill in.
This one runs on your computer, and ChatGPT can only connect to servers on the internet. Pick another app.
Your choice stays on this device in a cookie; no account needed.
VINTAGE_USER_AGENT envVINTAGE_CACHE_DIR envThese settings are generated from the maker’s registry entry. If the README says otherwise, follow the README.
Runs on your computer; the tool list appears in your AI app after you install it.
We check information anyone can see; we have not read the code. Checks that do not apply are left out of the count. · Checked Nov 7, 2026
The registry name was verified with the GitHub account RezaSoleymanifar, which owns the repo
We have not read this repo from GitHub yet
We have not read this repo from GitHub yet
This one runs on your computer; there is no internet endpoint
Runs on your computer and uses local settings instead
Runs on your computer; we can only read tool lists from internet endpoints
Compared with every active server in this category in the registry. Stars count only when the publisher owns the repo.
It passed 1 of 1 applicable basic checks. We have not read the code. Before adding a key or token, see what access the server asks for and use a key with only the permissions you need.
You need to fill in: FRED_API_KEY
It runs on your computer. Your AI app starts it when needed, and data does not pass through the maker’s servers (unless it calls an online service itself).
The GitHub repo last changed –, and the latest version (0.9.0) reached the registry 3 months ago.
Apps that support MCP, such as Claude Desktop, Claude Code, Cursor and VS Code. You also need Python (uv) on your computer.
In the same category: Finance Toolkit, SolidInvoice, Korea Tax Calculator
Servers in the same category from other makers, sorted by stars.
Reading a card:★ GitHub starsiThree pillars: reviews · checks · usageiUpdated = latest version published to the registryi
500+ transparent financial methods calculated from raw statements, not third-party endpoints.
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Korean tax calculation and tax-audit judgment MCP: 96 tools with statutory citations.
Copied from the maker’s repo as written. PopNx MCP has not reviewed or endorsed it. HTML, images and scripts are removed. Links lead off this site.
Free financial data exists and is scattered across twenty APIs with twenty shapes. Everyone rebuilds the same glue, badly, and quietly ends up backtesting on restated figures and survivor biased universes.
Vintage is that glue, written once, served over MCP. It hosts no data. It connects, normalizes, and serves structured financial data from the web.
A research terminal that costs $0 and won't lie to you about your Sharpe.
rezasoleymanifar.github.io/vintage
Two of four scenes — see the full reel on the site .
Claude Code
claude mcp add vintage -s user -- uvx vintage-mcp
Claude Desktop / any MCP client — add to your config file:
{
"mcpServers": { "vintage": { "command": "uvx", "args": ["vintage-mcp"] } } }
Claude Desktop config lives at %APPDATA%\Claude\claude_desktop_config.json (Windows) or ~/Library/Application Support/Claude/claude_desktop_config.json (macOS). Restart the app afterwards. MCP servers load once at startup.
Needs uv. If you'd rather use pip: pip install vintage-mcp and set the command to vintage.
Everything works with zero configuration. These make it work better:
| Variable | Why |
|---|---|
VINTAGE_USER_AGENT | SEC EDGAR asks for a real contact. "Your Name your@email.com". |
FRED_API_KEY | Free key — unlocks 800k macro series with first-release vintages. |
VINTAGE_CACHE_DIR | Defaults to ~/.cache/vintage. |
Set them under "env" in the same config block:
{
"mcpServers": { "vintage": { "command": "uvx", "args": ["vintage-mcp"], "env": { "VINTAGE_USER_AGENT": "Jane Quant jane@example.com", "FRED_API_KEY": "..." } } } }
Your key stays in this file. It is read by the server process and is never passed through the model or written into the conversation.
The same data, without the server. Everything is synchronous and returns pandas, including inside Jupyter where a loop is already running.
import vintage as v
v.prices("AAPL", start="2020-01-01") # daily prices, with known_at v.panel(["AAPL", "MSFT", "JNJ"]) # dates x tickers v.fundamentals("AAPL", "us-gaap:Assets", as_of="2020-01-01") v.restatements("AAPL", "us-gaap:Assets") # periods reported twice, differently v.factors("ff3") # Ken French, wide v.macro("DGS10", as_of="2008-09-15") # ALFRED first-release vintage v.claim("Mom12m") # what the paper claimed v.claims(price_only=True) # the 56 replicable with free data v.crypto("BTC-USD") v.short_volume("AAPL") v.sentiment("wallstreetbets")
known_at is kept as a column on every frame rather than dropped for tidiness — losing it is how a point-in-time dataset quietly becomes an ordinary one. Pass as_of and rows published after that date are gone before you see them.
Once installed, ask your assistant:
*"What was Apple's total assets as of January 2020 — and has it been restated since?"*
*"Backtest 12-1 momentum on the Dow 30 since 2010."*
*"Now try short-term reversal instead. Did the alpha survive?"*
The third question is the one that matters. Every answer carries the worst held-out path next to the headline Sharpe.
Every value carries both:
observed_at — what period the number describesknown_at — when it first became publicA backtest may only use rows whose known_at precedes the trade date. That is structural, not a setting: the panel is indexed on known_at, so any slice of it is automatically point-in-time. There is no flag to turn it off.
Sources that cannot supply an honest known_at are flagged UNKNOWN_VINTAGE rather than given a fabricated date.
All six say the same thing: the data you have today is not what people saw back then.
Source is a parameter, never a separate tool. Twenty more sources adds zero tools.
| Verb | Does |
|---|---|
resolve | Any identifier → the entity key everything else accepts |
discover | Plain-English search across every source's catalog |
fetch | The workhorse. Any field, any source, with as_of |
events | Filing timeline with exact public timestamps |
backtest | Cross-sectional signal → returns, costs, held-out paths |
benchmark | Your returns → correlation and alpha vs published factors |
Plus status for cache size, keys, and how many specs you have tried.
Vintage implements the backtest-validation literature rather than inventing its own statistics. Execution realism is a different problem, already solved by LEAN and Nautilus Trader — Vintage runs before that, at the stage where most ideas should die.
| Technique | Source | Status |
|---|---|---|
Point-in-time panel indexed on known_at | structural, no flag to disable | ✅ shipped |
| Costs charged on turnover, always | no zero-cost mode exists | ✅ shipped |
| Deflated Sharpe Ratio | Bailey & López de Prado (2014) | ✅ shipped |
| Session trial ledger feeding the deflation | Bailey & López de Prado (2014) | ✅ shipped |
| Probability of Backtest Overfitting, via CSCV | Bailey, Borwein, López de Prado & Zhu (2017) | ⏳ planned |
| Purged k-fold CV with embargo | *Advances in Financial Machine Learning*, ch. 7 | ⏳ planned |
| Combinatorial purged cross-validation | *Advances in Financial Machine Learning*, ch. 12 | ⏳ planned |
| Minimum Backtest Length | Bailey, Borwein, López de Prado & Zhu (2014) | ⏳ planned |
| Newey–West adjustment for autocorrelated returns | Newey & West (1987) | ⏳ planned |
| Square-root market impact | Almgren et al. (2005) | ⏳ planned |
Citations are references, not endorsements — none of these authors is affiliated with Vintage. Anything marked planned is not in the code yet, and the backtest response says so at runtime rather than in the footnotes.
100 years, July 1926 to this morning 331 published anomalies, with claims 18 sources, six verbs 10,398 ticker-mapped US filers 800k+ macro series with vintages
A century of market history, twenty-two sources, and twenty of them need no key at all. The Fama-French factors start in July 1926 and the SEC filing stream runs to this morning — Vintage covers both ends from the same six verbs.
Most of these are the primary source — not a reseller, not a scraper. The filings come from the regulator that receives them, the macro series from the central bank that publishes them, and the factors from the university that computes them.
@remove all emojis and just print list of soruceswith icons for them.
| Source | Standing | Covers | Key | Point-in-time |
|---|---|---|---|---|
| SEC EDGAR XBRL | Primary · US regulator | Every concept every US filer has tagged, with accession number and filing date on each figure. Restatements arrive as rows, never as an overwrite. | none | ✅ native filing dates |
| SEC filings stream | Primary · US regulator | 8-K, 10-K, 10-Q, Form 4, 13D/G — timestamped to the second EDGAR accepted them. | none | ✅ exact timestamps |
| FRED / ALFRED | Primary · central bank | Federal Reserve Bank of St. Louis. ALFRED keeps first releases, so you can ask what CPI looked like *that morning*. | free | ✅ first-release vintages |
| Ken French Data Library | Primary · academic | Dartmouth. FF3, FF5, momentum, daily FF3, 49 industry portfolios — from where the authors publish them. | none | ❌ rebuilt each release |
| Open Source Asset Pricing | Primary · academic | Chen & Zimmermann. 331 published predictors with claimed return, t-stat, sample window and an implementable definition. openap:Mom12m returns Jegadeesh-Titman's 1.31%/mo, t=3.74. | none | ✅ claims dated to publication year |
| SEC Form 13F | Primary · US regulator | Institutional equity holdings for every manager over $100m. Quarter end and filing date are up to 45 days apart and both are kept, so as_of returns the book that was actually public. | none | ✅ quarter end vs filing date |
| SEC Form 25 | Primary · US regulator | Every delisting on record — 36,830 filings across 11,614 companies. The correction for a universe built from names that still exist. | none | ✅ filing dates, never revised |
| SEC XBRL frames | Primary · US regulator | One concept across every filer in a single call. 6,289 companies in 840 KB — the shape a cross-sectional sort needs. | none | ❌ carries the accession, not its date |
| US Treasury | Primary · US government | The par yield curve, 14 tenors from one month
Only the beginning is shown; read the rest in the repo