sh.kwant/kwant
sh.kwant/kwant · v1.0.0 · MCP 2025-11-25
Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.
Reachability
reachable
checked 2026-07-14 04:34 UTC
Registry status active
Tools pinned 16
ec557e886638
Tools last changed
unchanged since first capture 2026-07-14
Provenance
Registry namespace sh.kwant
(domain verified by the official registry)
Website
https://kwant.sh
Remote endpoints
https://kwant.sh/mcp (streamable-http)
Observed changes
| When (UTC) | Event | Detail |
|---|---|---|
| 2026-07-14 03:27 | first capture | 16 tools pinned |
Pinned tool definitions (16)
| Tool | Description |
|---|---|
| get_price_history | 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... |
| get_quote | 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,... |
| get_fundamentals | 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,... |
| compute_indicator | 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`... |
| detect_signals | 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... |
| compute_stats | 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... |
| compare_tickers | 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... |
| screen | 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) |
| backtest | 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... |
| screen_with_scores | 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) |
| compute_universe_scores | 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... |
| build_monthly_universe | 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,... |
| construct_portfolio | 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... |
| run_portfolio_backtest | 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,... |
| compute_portfolio_stats | 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... |
| compute_correlation_matrix | 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... |
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