Finance Toolkit
500+ transparent financial methods calculated from raw statements, not third-party endpoints.
Description from the maker (original English)
Deterministic stock screening, backtesting, and factor analysis for AI trading agents
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.
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Open Claude Desktop → Settings → Developer → Edit Config, and paste this into claude_desktop_config.json
{
"mcpServers": {
"quantcontext": {
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}Run this in your terminal
claude mcp add quantcontext -- uvx quantcontext-mcpPaste into .cursor/mcp.json in your project, or ~/.cursor/mcp.json
{
"mcpServers": {
"quantcontext": {
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}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": {
"quantcontext": {
"type": "stdio",
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}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.
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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 6, 2026
The registry name was verified with the GitHub account zomma-dev, 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.
The registry does not list a required key, though some servers ask you to sign in on first use.
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 (0.1.2) reached the registry 8 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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QuantContext is an MCP server that turns plain-English strategy descriptions into executable quant research: screen stocks by any criteria, backtest over historical data, and run factor analysis to see where the returns come from. Every number is computed from real market data, not generated by an LLM. Results are fully reproducible.
Works with Claude, Codex, OpenCode, or any other MCP-compatible coding agent.
pip install quantcontext-mcp
Claude Code:
claude mcp add quantcontext -- quantcontext
Claude Desktop (~/Library/Application Support/Claude/claude_desktop_config.json):
{
"mcpServers": { "quantcontext": { "command": "quantcontext" } } }
No API keys. No configuration.
Three tools that compose into a full research workflow:
screen_stocks -> backtest_strategy -> factor_analysis
| Tool | What it does |
|---|---|
screen_stocks | Filter S&P 500, Nasdaq 100, or Russell 2000 by fundamentals, momentum, quality, technical signals, or a multi-factor blend. Returns ranked candidates. |
backtest_strategy | Test a strategy over history with a rebalance-loop engine. Returns CAGR, Sharpe, max drawdown, equity curve, and trade log. |
factor_analysis | Decompose strategy returns into Fama-French factors (market, size, value, momentum). Returns alpha with t-statistic, factor loadings, and R-squared. |
Stock screening:
Screen S&P 500 for value stocks: PE under 15, ROE above 12%
Find the top 20% momentum stocks in the Nasdaq 100 over the last 200 days
Rank S&P 500 stocks by a blend of value, momentum, and quality, equal weight each factor
Find S&P 500 stocks with RSI under 40 and price above the 200-day moving average
Backtesting:
Backtest a top-20% momentum strategy on Nasdaq 100, monthly rebalance, last 2 years
How would a value screen (PE under 15, ROE above 12%) have performed on S&P 500 over the last 3 years?
Test a momentum strategy with a 15% stop loss and 20% max portfolio drawdown circuit breaker
Full research workflow:
Screen S&P 500 for cheap, high-quality stocks. Backtest monthly over 3 years,
then run factor analysis. Is the return real alpha or just factor exposure?
| Screen | Description | Key parameters |
|---|---|---|
fundamental_screen | Filter by PE, ROE, leverage, revenue growth | pe_lt, roe_gt, debt_equity_lt, revenue_growth_gt |
quality_screen | Profitability and balance sheet health | roe_gt, debt_equity_lt, profit_margin_gt |
momentum_screen | Rank by N-day price momentum | lookback_days, top_pct |
value_screen | Cheapest stocks by valuation | pe_lt, top_n |
factor_model | Multi-factor composite score | weights (value/momentum/quality/volatility), top_n |
technical_signal | RSI and SMA crossover signals | rsi_period, sma_short, sma_long |
mean_reversion | Stocks below z-score threshold | lookback_days, z_threshold |
The tools are also importable directly — no agent required. Useful if you have an existing script and want to plug in backtesting or factor analysis.
from quantcontext.server import screen_stocks, backtest_strategy, factor_analysis
import asyncio, json
result = json.loads(asyncio.run(screen_stocks( universe="sp500", screen_type="fundamental_screen", config={"pe_lt": 15, "roe_gt": 12}, )))
bt = json.loads(asyncio.run(backtest_strategy( stages=[{"order": 1, "type": "screen", "skill": "fundamental_screen", "config": {"pe_lt": 15, "roe_gt": 12}}], universe="sp500", rebalance="monthly", start_date="2022-01-01", ))) print(bt["metrics"])
fa = json.loads(asyncio.run(factor_analysis( equity_curve=bt["full_equity_curve"] ))) print(fa["alpha_annualized"], fa["alpha_tstat"])
Strategies are expressed using the built-in screen types from the table above. All functions are async and return JSON strings.
All public data, no API keys required.
| Data | Source | Cache |
|---|---|---|
| Daily OHLCV prices | Yahoo Finance (yfinance) | ~/.cache/quantcontext/prices.parquet |
| Fundamentals (PE, ROE, margins, etc.) | Yahoo Finance | ~/.cache/quantcontext/financials/, 24h TTL |
| Fama-French factors (Mkt-RF, SMB, HML, Mom) | Kenneth French Data Library | ~/.cache/quantcontext/ff_factors.parquet |
| Universe lists (S&P 500, Nasdaq 100) | Wikipedia | ~/.cache/quantcontext/sp500_tickers.json |
The first tool call downloads and caches data (10-30 seconds). All subsequent calls use the local cache: screening under 1s, backtesting 3-8s.
To skip the cold start, run once after install:
quantcontext-warmup --url https://quantcontext.ai/api/data
MIT