> ## Documentation Index
> Fetch the complete documentation index at: https://docs.quantspace.limex.pro/llms.txt
> Use this file to discover all available pages before exploring further.

# QuantX MCP Servers

> Client-facing documentation for hosted quantitative MCP servers

## 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.

<CardGroup cols={3}>
  <Card title="Server catalog" icon="server" href="/quantx/servers/deployed">
    Endpoint URLs, health checks, auth notes, examples, and tool references for every available server.
  </Card>

  <Card title="Client setup" icon="plug" href="/quantx/servers/deployed/client-setup">
    Configure Cursor, Claude Desktop, or a generic streamable HTTP MCP client.
  </Card>

  <Card title="Shared tools" icon="wrench" href="/quantx/servers/deployed/shared-tools">
    Health, result, artifact, environment, and table helper tools shared across servers.
  </Card>
</CardGroup>

## Available Servers

| Area                      | Server                                                                        | Best for                                                                          |
| ------------------------- | ----------------------------------------------------------------------------- | --------------------------------------------------------------------------------- |
| Dataloader                | [Dataloader Server](/quantx/servers/dataloader)                               | Market-data retrieval, TA-Lib indicators, and dataframe exports.                  |
| Fama-French Replicate     | [Fama-French Replicate Server](/quantx/servers/fama-french-replicate)         | Official and replicated Fama-French factors plus loadings and alpha estimation.   |
| Statistical Factor Models | [Statistical Factor Models Server](/quantx/servers/statistical-factor-models) | Stock-Watson, complete-panel, and dynamic statistical factor extraction.          |
| Jump Models               | [Jump Models Server](/quantx/servers/jump-models)                             | JumpModel and SparseJumpModel regime fitting, online prediction, and backtesting. |
| Wavelet Mean Reversion    | [Wavelet Mean Reversion Server](/quantx/servers/wavelet-mean-reversion)       | Wavelet-based mean reversion analysis for financial time series.                  |
| Parallax ExtremeHurst     | [Parallax ExtremeHurst Server](/quantx/servers/parallax-extreme-hurst)        | ExtremeHurst signal generation from OHLCV data.                                   |
| EP Ratio Screener         | [EP Ratio Screener Server](/quantx/servers/ep-ratio-screener)                 | Fundamental stock screening based on earnings yield and balance-sheet quality.    |
| Volatility Scaling Lab    | [Volatility Scaling Lab Server](/quantx/servers/volatility-scaling-lab)       | Volatility targeting, EWMA volatility, Monte Carlo bands, and risk diagnostics.   |

## Choose a Server

<CardGroup cols={3}>
  <Card title="Dataloader" icon="server" href="/quantx/servers/dataloader">
    Market-data retrieval, TA-Lib indicators, and dataframe exports.
  </Card>

  <Card title="Fama-French Replicate" icon="server" href="/quantx/servers/fama-french-replicate">
    Official and replicated Fama-French factors plus loadings and alpha estimation.
  </Card>

  <Card title="Statistical Factor Models" icon="server" href="/quantx/servers/statistical-factor-models">
    Stock-Watson, complete-panel, and dynamic statistical factor extraction.
  </Card>

  <Card title="Jump Models" icon="server" href="/quantx/servers/jump-models">
    JumpModel and SparseJumpModel regime fitting, online prediction, and backtesting.
  </Card>

  <Card title="Wavelet Mean Reversion" icon="server" href="/quantx/servers/wavelet-mean-reversion">
    Wavelet-based mean reversion analysis for financial time series.
  </Card>

  <Card title="Parallax ExtremeHurst" icon="server" href="/quantx/servers/parallax-extreme-hurst">
    ExtremeHurst signal generation from OHLCV data.
  </Card>

  <Card title="EP Ratio Screener" icon="server" href="/quantx/servers/ep-ratio-screener">
    Fundamental stock screening based on earnings yield and balance-sheet quality.
  </Card>

  <Card title="Volatility Scaling Lab" icon="server" href="/quantx/servers/volatility-scaling-lab">
    Volatility targeting, EWMA volatility, Monte Carlo bands, and risk diagnostics.
  </Card>
</CardGroup>

## Request Pattern

All servers use MCP over Streamable HTTP. Tool calls use the generated envelope:

```json theme={null}
{
  "request": {
    "ticker": "SPY",
    "start_date": "2020-01-01"
  }
}
```