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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.

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Available Servers

AreaServerBest for
DataloaderDataloader ServerMarket-data retrieval, TA-Lib indicators, and dataframe exports.
Fama-French ReplicateFama-French Replicate ServerOfficial and replicated Fama-French factors plus loadings and alpha estimation.
Statistical Factor ModelsStatistical Factor Models ServerStock-Watson, complete-panel, and dynamic statistical factor extraction.
Jump ModelsJump Models ServerJumpModel and SparseJumpModel regime fitting, online prediction, and backtesting.
Wavelet Mean ReversionWavelet Mean Reversion ServerWavelet-based mean reversion analysis for financial time series.
Parallax ExtremeHurstParallax ExtremeHurst ServerExtremeHurst signal generation from OHLCV data.
EP Ratio ScreenerEP Ratio Screener ServerFundamental stock screening based on earnings yield and balance-sheet quality.
Volatility Scaling LabVolatility Scaling Lab ServerVolatility targeting, EWMA volatility, Monte Carlo bands, and risk diagnostics.

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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.

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Request Pattern

All servers use MCP over Streamable HTTP. Tool calls use the generated envelope: 
{
  "request": {
    "ticker": "SPY",
    "start_date": "2020-01-01"
  }
}