Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.
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https://kwant.sh/mcp16 outils · 1739 msget_price_historyGet historical OHLCV price bars for a ticker. US symbols are bare (AAPL, MSFT); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. interval is one of 1m,5m,15m,30m,1h,1d,1wk,1mo (default 1d); range is one of 5d,1mo,3mo,6mo,1y,2y,5y,max (default 1y). Returns an envelope whose values cont…Get historical OHLCV price bars for a ticker. US symbols are bare (AAPL, MSFT); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. interval is one of 1m,5m,15m,30m,1h,1d,1wk,1mo (default 1d); range is one of 5d,1mo,3mo,6mo,1y,2y,5y,max (default 1y). Returns an envelope whose values cont…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
| interval | string | — |
| range | string | — |
get_quoteGet the latest available quote for a ticker. US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds the quote fields (price, currency, previous_close, change, change_percent, volume, market_state, asof as an ISO string). (pa…Get the latest available quote for a ticker. US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds the quote fields (price, currency, previous_close, change, change_percent, volume, market_state, asof as an ISO string). (pa…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
get_fundamentalsGet fundamental data for a ticker (profile + key ratios). US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds available fundamentals: name, exchange, currency, sector, industry, market_cap, pe_ratio, forward_pe, eps, divi…Get fundamental data for a ticker (profile + key ratios). US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds available fundamentals: name, exchange, currency, sector, industry, market_cap, pe_ratio, forward_pe, eps, divi…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
compute_indicatorCompute a technical indicator (RSI, MACD, SMA, EMA, BBANDS, ATR, ADX, STOCH) over a ticker's price history. Returns the warmup-aligned series plus the latest values and a one-line summary. Tune the window with `length` (SMA/EMA/RSI/ATR/ADX/BBANDS), `fast`/`slow`/`signal` (MACD), `std` (BBANDS), or…Compute a technical indicator (RSI, MACD, SMA, EMA, BBANDS, ATR, ADX, STOCH) over a ticker's price history. Returns the warmup-aligned series plus the latest values and a one-line summary. Tune the window with `length` (SMA/EMA/RSI/ATR/ADX/BBANDS), `fast`/`slow`/`signal` (MACD), `std` (BBANDS), or…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
| indicator* | string | — |
| params | — | — |
| length | number | string | — |
| window | number | string | — |
| period | number | string | — |
| fast | number | string | — |
| slow | number | string | — |
| signal | number | string | — |
| std | number | string | — |
| k | number | string | — |
| d | number | string | — |
| smooth_k | number | string | — |
| interval | string | — |
| range | string | — |
detect_signalsDetect classic technical-analysis signals on a ticker's price history. Each requested signal is evaluated and reported as triggered/not-triggered with a date and human-readable detail under signal_summary. Signals (omit `signals` to check all six): golden_cross = SMA(50) crosses above SMA(200) with…Detect classic technical-analysis signals on a ticker's price history. Each requested signal is evaluated and reported as triggered/not-triggered with a date and human-readable detail under signal_summary. Signals (omit `signals` to check all six): golden_cross = SMA(50) crosses above SMA(200) with…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
| signals | array | — |
| lookback | integer | — |
| interval | string | — |
| range | string | — |
compute_statsCompute quantitative statistics (volatility, sharpe, max_drawdown, returns, beta, correlation) over a ticker's daily price history. Omit `metrics` to default to volatility/sharpe/max_drawdown/returns. `beta` and `correlation` require a `benchmark` ticker; `risk_free_rate` is used only by the Sharpe…Compute quantitative statistics (volatility, sharpe, max_drawdown, returns, beta, correlation) over a ticker's daily price history. Omit `metrics` to default to volatility/sharpe/max_drawdown/returns. `beta` and `correlation` require a `benchmark` ticker; `risk_free_rate` is used only by the Sharpe…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
| metrics | — | — |
| range | string | — |
| risk_free_rate | number | — |
| benchmark | string | null | — |
compare_tickersRank two or more tickers against each other by a single metric (total_return, volatility, sharpe, max_drawdown, last_price). Symbols that cannot be resolved (or lack enough history) are skipped and noted in `warnings` rather than failing the call. Returns a ranked list of {ticker, value, rank, curr…Rank two or more tickers against each other by a single metric (total_return, volatility, sharpe, max_drawdown, last_price). Symbols that cannot be resolved (or lack enough history) are skipped and noted in `warnings` rather than failing the call. Returns a ranked list of {ticker, value, rank, curr…
| Paramètre | Type | Description |
|---|---|---|
| tickers* | array | — |
| metric | string | — |
| range | string | — |
screenScreen a stock universe for tickers matching quantitative filters (logical AND). Fields: price, rsi, sma_50, sma_200, volatility, sharpe, max_drawdown, total_return, dollar_volume, garman_klass_vol. Ops: lt, lte, gt, gte. (paid: $0.0100/call)Screen a stock universe for tickers matching quantitative filters (logical AND). Fields: price, rsi, sma_50, sma_200, volatility, sharpe, max_drawdown, total_return, dollar_volume, garman_klass_vol. Ops: lt, lte, gt, gte. (paid: $0.0100/call)
| Paramètre | Type | Description |
|---|---|---|
| universe* | string | — |
| filters* | array | — |
| range | string | — |
| max_tickers | integer | — |
| sort_by | — | — |
backtestBacktest a simple long-only technical strategy on daily price history. Strategies: sma_cross (golden/death cross of SMA 50/200), rsi_reversion (enter RSI<30, exit RSI>70), macd_cross (MACD line vs signal). No-lookahead: signals act on the next bar's close. Returns trades + performance metrics. (pai…Backtest a simple long-only technical strategy on daily price history. Strategies: sma_cross (golden/death cross of SMA 50/200), rsi_reversion (enter RSI<30, exit RSI>70), macd_cross (MACD line vs signal). No-lookahead: signals act on the next bar's close. Returns trades + performance metrics. (pai…
| Paramètre | Type | Description |
|---|---|---|
| ticker* | string | — |
| strategy* | string | — |
| range | string | — |
| params | — | — |
screen_with_scoresRank a stock universe by a continuous cross-sectional signal score (rank 1 = highest z-score). Signals: jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality. Scores are relative to the scanned set. (paid: $0.0100/call)Rank a stock universe by a continuous cross-sectional signal score (rank 1 = highest z-score). Signals: jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality. Scores are relative to the scanned set. (paid: $0.0100/call)
| Paramètre | Type | Description |
|---|---|---|
| universe* | string | — |
| signal | string | — |
| range | string | — |
| top_n | integer | — |
| max_tickers | integer | — |
compute_universe_scoresScore and rank a universe of tickers by a cross-sectional signal. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily price history over range, computes a raw per-ticker score for the chosen signal, then converts those raw scores into cross-sectional z-…Score and rank a universe of tickers by a cross-sectional signal. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily price history over range, computes a raw per-ticker score for the chosen signal, then converts those raw scores into cross-sectional z-…
| Paramètre | Type | Description |
|---|---|---|
| universe | string | — |
| tickers | array | — |
| signal | string | — |
| range | string | — |
| top_n | integer | — |
build_monthly_universeRank a universe of tickers by monthly dollar volume with trailing returns. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily OHLCV over range, resamples each to monthly bars (open=first, high=max, low=min, close=last, volume=sum), and per ticker compu…Rank a universe of tickers by monthly dollar volume with trailing returns. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily OHLCV over range, resamples each to monthly bars (open=first, high=max, low=min, close=last, volume=sum), and per ticker compu…
| Paramètre | Type | Description |
|---|---|---|
| universe | string | — |
| tickers | array | — |
| range | string | — |
| resample | string | — |
| top_n | integer | — |
construct_portfolioTurn a {ticker: score} mapping into long-only portfolio weights. Selects names and assigns non-negative weights that sum to 1.0 using the chosen method: top_n_weighted (weight by clipped score), equal_weight, risk_parity (inverse-volatility), concentrated_vol (highest-vol from a top-score pool), or…Turn a {ticker: score} mapping into long-only portfolio weights. Selects names and assigns non-negative weights that sum to 1.0 using the chosen method: top_n_weighted (weight by clipped score), equal_weight, risk_parity (inverse-volatility), concentrated_vol (highest-vol from a top-score pool), or…
| Paramètre | Type | Description |
|---|---|---|
| scores* | object | — |
| method | string | — |
| top_n | integer | — |
| range | string | — |
run_portfolio_backtestBacktest a rebalanced, multi-ticker, long-only quant portfolio. Fetches daily history for every ticker over range, then runs a walk-forward simulation: at each period-end rebalance the chosen signal (jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality) scores each name using only data…Backtest a rebalanced, multi-ticker, long-only quant portfolio. Fetches daily history for every ticker over range, then runs a walk-forward simulation: at each period-end rebalance the chosen signal (jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality) scores each name using only data…
| Paramètre | Type | Description |
|---|---|---|
| tickers* | array | — |
| signal | string | — |
| method | string | — |
| range | string | — |
| rebalance | string | — |
| top_n | integer | — |
| cost_bps | number | — |
| benchmark | string | null | — |
| crash_filter | boolean | — |
compute_portfolio_statsCompute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) volatility, sharpe, max_drawdown and total_return of the weighted basket. weights need NOT sum to 1…Compute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) volatility, sharpe, max_drawdown and total_return of the weighted basket. weights need NOT sum to 1…
| Paramètre | Type | Description |
|---|---|---|
| weights* | object | — |
| range | string | — |
| risk_free_rate | number | — |
compute_correlation_matrixCompute the pairwise return-correlation matrix for a list of tickers. Fetches each ticker's daily history over range, converts it to daily returns, and computes the pairwise Pearson correlation (aligned on shared dates). Requires at least two tickers; tickers that cannot be fetched are dropped and…Compute the pairwise return-correlation matrix for a list of tickers. Fetches each ticker's daily history over range, converts it to daily returns, and computes the pairwise Pearson correlation (aligned on shared dates). Requires at least two tickers; tickers that cannot be fetched are dropped and…
| Paramètre | Type | Description |
|---|---|---|
| tickers* | array | — |
| range | string | — |
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Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.
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