Overview
QuantX is the MCP-facing layer of QuantSpace. It exposes domain-specific MCP servers for market data, factor research, signal generation, screening, and volatility analysis.Server catalog
Endpoint URLs, health checks, auth notes, examples, and tool references for every available server.
Client setup
Configure Cursor, Claude Desktop, or a generic streamable HTTP MCP client.
Shared tools
Health, result, artifact, environment, and table helper tools shared across servers.
Available Servers
Choose a Server
Dataloader
Market-data retrieval, TA-Lib indicators, and dataframe exports.
Fama-French Replicate
Official and replicated Fama-French factors plus loadings and alpha estimation.
Statistical Factor Models
Stock-Watson, complete-panel, and dynamic statistical factor extraction.
Jump Models
JumpModel and SparseJumpModel regime fitting, online prediction, and backtesting.
Wavelet Mean Reversion
Wavelet-based mean reversion analysis for financial time series.
Parallax ExtremeHurst
ExtremeHurst signal generation from OHLCV data.
EP Ratio Screener
Fundamental stock screening based on earnings yield and balance-sheet quality.
Volatility Scaling Lab
Volatility targeting, EWMA volatility, Monte Carlo bands, and risk diagnostics.