Quant finance tools: stock analysis, options IV, Monte Carlo, AI prediction, risk scan, backtests.
Quant finance tools: stock analysis, options IV, Monte Carlo, AI prediction, risk scan, backtests. That is what the hpsilab quant finance mcp server brings to an AI assistant: the same capability, reachable through the Model Context Protocol rather than a separate app or dashboard.
HPSILab combines stock signals, implied volatility, options positioning, Monte Carlo scenarios, strategy backtests, pre-trade risk checks, charts, and research reports behind ten purpose-built MCP tools. Ask a question in natural language and receive structured data that an assistant can explain, compare, and use in a larger research workflow.
The server publishes 10 tools. What each one is for:
analyze_stock — Aggregate directional and quantitative stock analysisget_ai_prediction — Next-session model prediction and consensusget_iv_radar — IV level, rank, percentile, skew, and regimeget_option_pressure — Max pain, gamma walls, expected move, and pressure zonesget_monte_carlo — Thirty-day simulated price distribution and probabilitiesget_equity_curve — Strategy backtests and risk-adjusted performanceget_pretrade_risk_scan — Position, portfolio exposure, and correlation risk checksgenerate_stock_images — Create hosted chart artifactsgenerate_stock_research_report — Create a structured hosted research reportregister_account — Create a free account and receive an API keyBecause this one is hosted, setup is mostly authentication — you point your client at the endpoint and approve access. Nothing runs on your machine, so there is no runtime to keep patched.
Configuration is passed through the environment: HPSILAB_API_KEY. Treat anything key-shaped as a real credential — scope it to the minimum the server needs, and rotate it if it ever lands in a shared config.
Plenty of developer tooling servers cover similar ground. The differences that matter in practice are scope of access and how much setup stands between you and a working tool call. HPSILab Quant Finance's toolset — analyze_stock, get_ai_prediction, get_iv_radar and 7 more — is a fair guide to whether it matches your workflow. It is maintained by haiyunsky; worth a glance at recent repository activity before you build anything load-bearing on it.
SyncDev reviews every entry in this directory against the project's own documentation before publishing, and revisits them as servers change.
| Tool | What it does |
|---|---|
| analyze_stock | Aggregate directional and quantitative stock analysis |
| get_ai_prediction | Next-session model prediction and consensus |
| get_iv_radar | IV level, rank, percentile, skew, and regime |
| get_option_pressure | Max pain, gamma walls, expected move, and pressure zones |
| get_monte_carlo | Thirty-day simulated price distribution and probabilities |
| get_equity_curve | Strategy backtests and risk-adjusted performance |
| get_pretrade_risk_scan | Position, portfolio exposure, and correlation risk checks |
| generate_stock_images | Create hosted chart artifacts |
| generate_stock_research_report | Create a structured hosted research report |
| register_account | Create a free account and receive an API key |
{
"mcpServers": {
"hpsilab-quant-finance": {
"command": "uvx",
"args": ["args"],
"env": {
"HPSILAB_API_KEY": "your-value"
}
}
}
}Add to claude_desktop_config.json, then restart Claude Desktop.
| Variable | Description | Required |
|---|---|---|
| HPSILAB_API_KEY | Credential the server authenticates with. | Yes |
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