> ## 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.

# MCP Server Catalog

> Hosted MCP endpoints, connection contracts, and server-specific tool references

## 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.

<CardGroup cols={2}>
  <Card title="Client setup" icon="plug" href="/quantx/servers/deployed/client-setup">
    Configure Cursor, Claude Desktop, or a generic streamable HTTP client.
  </Card>

  <Card title="n8n workflows" icon="workflow" href="/quantx/servers/deployed/n8n-workflows">
    Wire hosted MCP endpoints into n8n webhooks, schedules, reports, and delivery flows.
  </Card>

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

## Server Catalog

| Server                                                                 | Best for                                                                          | MCP URL                                                                                 |
| ---------------------------------------------------------------------- | --------------------------------------------------------------------------------- | --------------------------------------------------------------------------------------- |
| [Dataloader](/quantx/servers/dataloader)                               | Market-data retrieval, TA-Lib indicators, and dataframe exports.                  | `https://market-data-loader-production.up.railway.app/mcp/dataloader`                   |
| [Fama-French Replicate](/quantx/servers/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](/quantx/servers/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](/quantx/servers/jump-models)                             | JumpModel and SparseJumpModel regime fitting, online prediction, and backtesting. | `https://mcp-production-11da.up.railway.app/mcp/jump-models`                            |
| [Wavelet Mean Reversion](/quantx/servers/wavelet-mean-reversion)       | Wavelet-based mean reversion analysis for financial time series.                  | `https://wavelet-mean-reversion-production.up.railway.app/mcp/waveletmeanreversion`     |
| [Parallax ExtremeHurst](/quantx/servers/parallax-extreme-hurst)        | ExtremeHurst signal generation from OHLCV data.                                   | `coming soon`                                                                           |
| [EP Ratio Screener](/quantx/servers/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](/quantx/servers/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

<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>

## Shared Contract

* Transport is MCP over Streamable HTTP.
* Public clients should start with the server-specific `/health` URL 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 with `MCP-Session-Id`.