Overview
This catalog documents the currently available hosted MCP servers. Use it to find connection URLs, health checks, request envelopes, auth expectations, examples, and server-specific tool descriptions.Client setup
Configure Cursor, Claude Desktop, or a generic streamable HTTP client.
Shared tools
Understand health, docs, result, artifact, environment, and table helper tools.
Server Catalog
| Server | Best for | MCP URL |
|---|---|---|
| Dataloader | Market-data retrieval, TA-Lib indicators, and dataframe exports. | https://market-data-loader-production.up.railway.app/mcp/dataloader |
| Fama-French Replicate | Official and replicated Fama-French factors plus loadings and alpha estimation. | https://fama-french-factors-production.up.railway.app/mcp/fama_french_replicate |
| Statistical Factor Models | Stock-Watson, complete-panel, and dynamic statistical factor extraction. | https://backend-production-c775c.up.railway.app/mcp/statistical-factor-models |
| Jump Models | JumpModel and SparseJumpModel regime fitting, online prediction, and backtesting. | https://mcp-production-11da.up.railway.app/mcp/jump-models |
| Wavelet Mean Reversion | Wavelet-based mean reversion analysis for financial time series. | https://wavelet-mean-reversion-production.up.railway.app/mcp/waveletmeanreversion |
| Parallax ExtremeHurst | ExtremeHurst signal generation from OHLCV data. | coming soon |
| EP Ratio Screener | Fundamental stock screening based on earnings yield and balance-sheet quality. | https://ep-ratio-screener-production.up.railway.app/mcp/epratioscreener |
| Volatility Scaling Lab | Volatility targeting, EWMA volatility, Monte Carlo bands, and risk diagnostics. | https://volatility-scaling-lab-production.up.railway.app/mcp/qca-open-loop-volatility |
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.
Shared Contract
- Transport is MCP over Streamable HTTP.
- Public clients should start with the server-specific
/healthURL before enabling the MCP URL in a client. - Tool payloads use the generated envelope:
{"request": {...}}. - If bearer auth is enabled, configure a token in clients that support custom headers.
- Direct HTTP calls to streamable MCP endpoints require the MCP session handshake:
initialize,notifications/initialized, then the tool call withMCP-Session-Id.