Canli Capital

canli-mcp

Every Canli Capital MCP server in one: 442 finance tools for Claude, Cursor or any MCP client.

claude mcp add canli -- npx -y canli-mcp

No key and no account. Add to VS Code · Try the views in your browser · Questions it answers · hosted, nothing to install: https://canlicapital.com/mcp/canli

• Interactive views in the chat: candlestick charts you zoom and pan with moving averages, Bollinger bands, RSI and MACD; option chains with any expiration a click away; backtest dashboards whose sliders rerun the backtest and count every setting tried; treemaps; a paper order ticket with an Approve button. New in 0.11.0: a market map whose tiles open their charts, the Treasury curve against earlier dates and played through five years, statements charted with margins and growth, the volatility surface, several prices compared with a correlation heatmap and the number of independent bets they add up to, and every table sortable. With view: true the person gets the whole result drawn and the model a summary: 19 to 47 times fewer characters in our checks.
• Quant finance: 236 tools covering performance and risk, options and exotics, fixed income, portfolios, econometrics, indicators, and a library of 399 strategy sleeves with multiple-testing corrections.
• Backtest validation: deflated Sharpe, overfitting probability, data-snooping tests, leakage checks and placebo tests, run on your machine. New in 0.15.0: fills limited to what recent volume allows, with square-root impact and the Sharpe at each size (none for a book that could not fill), the named crises a strategy's dates cover, combinatorial purged cross-validation in shards other machines can run, a signed append-only ledger of what companies filed and what later filings changed, and a paper league and paper market for agents, with made-up money only.
• New in 0.16.0: filing_memory searches every annual report a company has on EDGAR, guidance_record sets management's guidance against what happened, and what_happened_next lists every past time a market fell this far and what followed. IMF shipping data from satellite tracking, Wikipedia attention, a paper exchange where AI agents meet in order books, agent_consensus, which counts how many independent views a group of models holds, a sentinel that wakes your agent, and a time machine that shows only what was public on a past date.
• New in 0.16.1: exposure_map finds the companies whose annual reports name a supplier, customer or other company, with the passage, and my_week sums up a week across what you hold in plain words. Answers take 15 to 22% fewer tokens.
• Fixed in 0.17.1: Hansen's SPA and Romano and Wolf's StepM hold their size (validation 0.15.0), and the time machine no longer lets later filings through in fields without a date.
• New in 0.17.0: foreign companies such as TSMC, Shell, Novo Nordisk and SAP, read live from the SEC with statements in two currencies; stock_snapshot for analysts' targets, valuation ratios and short interest; technical_indicators; euro exchange rates from the ECB.
• New in 0.18.0: any other MCP server behind this one (canli-mcp upstream add), its tools found and batched here and none of them in your tool list; canli-mcp setup for every client on your machine; sixteen markets tools (filing_check, congress_trades, market_calendar, unusual_options, company_emissions, crypto_options and more) and minute bars; the holdout vault (years hidden from every tool until their one test), preregister, luck counted on every strategy result and every variant of a sweep, restatement alerts from the sentinel, as_of and changes_only on any call, answer budgets, a receipt and a cost meter on every answer, and the network tripwire.
• New in 0.19.0: live prices you can subscribe to (canli://quote/AAPL,MSFT tells the client each time a price changes); vendors' own MCP servers added by name (canli-mcp upstream add fmp); and six markets tools where the big terminals led: scenario_risk (your holdings under a macro shock or a replayed crisis, with the model's own error shown), bond_offerings (every bond a company sold, with coupon, yield and spread at issue), standardized_financials (US GAAP and IFRS in one template), trade_flows (UN Comtrade, Taiwan named), trade_ticks (every Kraken trade) and financial_cycle (BIS house prices, debt service and credit).
• New in 0.20.0: it asks which company you mean when a name fits several (MCP elicitation); every country's economy from its own statistics office and central bank (world_series, canli://economy/Brazil); the Fed today (rate_expectations, fed_liquidity, money_markets, canli://fed); nowcasts of growth and inflation, a recession watch and financial conditions; market breadth, the earnings season and the move options price for a company's results (earnings_move); jobs, housing, energy, crops and consumer expectations from their publishers; an earnings release checked against the 10-Q (release_check); and US macro as it was known on any date.
• New in 0.21.0: where a portfolio stands against the US filing and concentration lines (portfolio_rules: 5% and 10% holders, Form 13F, the 75-5-10 and RIC tests, days to exit); an index's members on a past date with who joined and left, so a backtest's universe has no survivorship bias; prices as traded on every source (price_history adjustment); and a company found by the name the SEC uses since it was renamed.
• Point-in-time SEC fundamentals.
• An analyst's filings, and a check on the answer: financial statements exactly as filed (several years joined, restatements and splits shown beside the first-reported figures), the table in any filing that holds a figure (followed through earlier filings), figure_trace (a figure followed down the filing's own calculation, each sum recomputed), earnings releases with their guidance as ranges and last quarter's guidance set against the results, and verify_claims, which checks a draft's figures against the filings: confirmed, contradicted (with the filed figure and what the wrong one matches) or not reported.
• Markets from the sources, no key: screens of every US-listed company, company reports, event studies, SEC filings and their sections, insider trades, 13F and 5% holders, fund and ETF portfolios, index members, short interest, off-exchange volume, fails to deliver, futures positioning, executive pay, revenue by segment, options chains and volatility surfaces, the VIX futures curve, Fed decisions and projections, the economic calendar, Treasury yields and auctions, the federal debt, FRED, World Bank and OECD data, and prices for stocks, currencies, futures, indices and crypto. New in 0.7.0: what changed between two filings, the live filing feed, peer comparisons, debt profiles, accounting red-flag scores (Beneish, Piotroski, Altman), 13F ownership breadth, a portfolio X-ray, why a stock moved, the news and crypto funding rates. New in 0.8.0: US federal contracts (USAspending), drug pipelines with trial readouts and FDA approvals, SEC comment letters, the growth a share price implies (reverse DCF from the filings), bank call reports (FDIC), how a 10-K's language drifted over the years, planned insider sales (Form 144), the IPO pipeline, and GPU compute prices across the clouds with a daily index of them.
• Beyond the US, from the publishers: European companies' annual reports as they filed them (ESEF), central-bank rates (SOFR, the euro short-term rate, SONIA, the ECB's and the Bank of England's rates, and about forty policy rates the BIS collects), what Polymarket and Kalshi traders pay for an outcome, and DeFi value locked, fees and stablecoin supply from DefiLlama.
• Canli Capital's open research record.
• Factor backtests without lookahead, a breadth lab (24 signals built into a multi-sleeve book, with a count of its truly independent bets), price panels from fund holdings, and data annotation (blind labelling packets, agreement between labellers, gold sets with a datasheet). Parameter sweeps run on every core (or as shards other machines run and merge, checked), with the best result set against the luck of picking the best of many.
• Alpaca paper trading behind pre-trade checks, each check signed (Ed25519 and post-quantum ML-DSA-65) so an auditor can verify it, and a private mode in which the model never sees the account's figures.
• For firms: a policy file (which tools may run, orders off, calls a minute) and a tamper-evident audit log of every call, signed with Ed25519 and post-quantum ML-DSA-65; and a live feed of SEC filings as they arrive.

Each pack is a published, separately tested server. This package loads them into one process and puts five tools in front of them.

npx -y canli-mcp

Claude Code:

claude mcp add canli -- npx -y canli-mcp

Every MCP client on your machine at once (Claude Desktop, Cursor, Windsurf, VS Code, Gemini CLI, Kiro, LM Studio, Amazon Q, Codex): each one found gets a canli entry, the rest of its file is kept and a copy is saved beside it. --dry-run shows what would change, --only cursor,vscode picks clients and --remove takes the entry out again.

npx -y canli-mcp setup

Claude Desktop, Cursor or any MCP client, by hand:

{ "mcpServers": { "canli": { "command": "npx", "args": ["-y", "canli-mcp"] } } }

Docker: docker run -i --rm ghcr.io/arhancanli/canli-mcp (each GitHub release is also published there, with signed build provenance).

Hosted, no install: add https://canlicapital.com/mcp/canli as a connector in claude.ai, ChatGPT or any client that takes a URL (claude mcp add --transport http canli https://canlicapital.com/mcp/canli). It runs this release with the quant, validation, fundamentals, research, backtest and markets packs. File arguments ($file), prices and paper trading need the local server: files there would be the server's disk, the keyless price source is for personal use, and paper trading needs your own broker keys. The hosted server keeps nothing between requests, so chain calls inside one run_tool batch, and each caller gets 60 requests a minute.

Context and startup

Measured on Node 24 on 2026-11-04 with bench/context.py (o200k tokens of the tool objects a client receives, plus the server instructions; all seven packs enable