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)
Deterministic stock screening, backtesting, and factor analysis for AI trading agents
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。
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": {
"quantcontext": {
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}在终端中运行这条命令
claude mcp add quantcontext -- uvx quantcontext-mcp粘贴到项目中的 .cursor/mcp.json,或 ~/.cursor/mcp.json
{
"mcpServers": {
"quantcontext": {
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}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": {
"quantcontext": {
"type": "stdio",
"command": "uvx",
"args": [
"quantcontext-mcp"
]
}
}
}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。
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6日
注册名称已通过 GitHub 账户 zomma-dev 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。
注册中心没有列出必需的密钥,不过有些服务器会在首次使用时要求你登录。
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(0.1.2)于8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: 95 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。
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