Finance Toolkit
500+ transparent financial methods calculated from raw statements, not third-party endpoints.
作者提供的说明(英文原文)
Free financial data from eleven sources behind six verbs, point-in-time where the source allows.
这三项永远不会合并成一个分数:意见、测量和人气是不同的东西。
我们还没有为它写通俗的介绍。下面是我们从注册中心读取到的事实。
选择你使用的 AI 应用,然后复制设置。
VINTAGE_USER_AGENT, FRED_API_KEY, VINTAGE_CACHE_DIR标为机密的值是你账户的钥匙。千万不要分享给别人,也不要粘贴到聊天里。
你需要
你用的是哪个应用?
在上方选择你的应用。我们会记住它,下次按钮会显示“安装到 …”。
打开 Claude Desktop → Settings → Developer → Edit Config,把下面的内容粘贴到 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"
}
}
}
}在终端中运行这条命令
claude mcp add vintage --env VINTAGE_USER_AGENT=your-value --env FRED_API_KEY=your-value --env VINTAGE_CACHE_DIR=your-value -- uvx vintage-mcp运行前请先填写空着的值。
粘贴到项目中的 .cursor/mcp.json,或 ~/.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"
}
}
}
}浏览器会先询问是否打开应用,然后应用会显示设置并请你确认。密钥的值会留空,由你自己填写。
粘贴到项目中的 .vscode/mcp.json
{
"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"
}
}
}
}浏览器会先询问是否打开应用,然后应用会显示设置并请你确认。密钥的值会留空,由你自己填写。
这个服务器在你的电脑上运行,而 ChatGPT 只能连接互联网上的服务器。请选择其他应用。
你的选择通过 Cookie 保存在这台设备上,无需账户。
VINTAGE_USER_AGENT envVINTAGE_CACHE_DIR env这些设置是根据作者在注册中心的条目生成的。如果 README 的写法不同,请以 README 为准。
它在你的电脑上运行;安装后,工具列表会显示在你的 AI 应用中。
我们检查的是任何人都能看到的信息;我们没有阅读代码。不适用的检查项不计入总数。 · 检查于 2026年11月7日
注册名称已通过 GitHub 账户 RezaSoleymanifar 验证,该账户拥有此仓库
我们还没有从 GitHub 读取这个仓库
我们还没有从 GitHub 读取这个仓库
它在你的电脑上运行,没有互联网端点
在你的电脑上运行,改用本地设置
它在你的电脑上运行;我们只能读取互联网端点的工具列表
与注册中心里这个分类中所有活跃的服务器比较。只有当发布者拥有该仓库时,星标数才计入。
它在 1 项适用的基础检查中通过了 1 项。我们没有阅读代码。在添加密钥或令牌之前,请先看看这个服务器要求哪些权限,并使用只具备所需权限的密钥。
你需要填写:FRED_API_KEY
它在你的电脑上运行。你的 AI 应用会在需要时启动它,数据不会经过作者的服务器(除非它自己调用在线服务)。
GitHub 仓库最后更新于–,最新版本(0.9.0)于3个月前进入注册中心。
支持 MCP 的应用,例如 Claude Desktop、Claude Code、Cursor 和 VS Code。你的电脑上还需要有 Python (uv)。
同一分类中有:Finance Toolkit, SolidInvoice, Korea Tax Calculator
同一分类中其他作者的服务器,按星标数排序。
如何看卡片:★ GitHub 星标i三大支柱:评价 · 检查 · 使用情况i更新 = 最新版本发布到注册中心的时间i
500+ transparent financial methods calculated from raw statements, not third-party endpoints.
Create and send invoices and quotes, manage clients, and track payments in SolidInvoice.
Korean tax calculation and tax-audit judgment MCP: 96 tools with statutory citations.
按原文从作者的仓库复制。PopNx MCP 没有审查或背书其内容。HTML、图片和脚本已被移除。链接会离开本站。
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
只显示了开头部分;其余内容请在仓库中阅读