A Model Context Protocol server that exposes UCITS ETF analytics — compare, factor metrics, Monte Carlo projection — as tools Claude, Cursor, Continue, or any MCP-compatible host can call. Every numeric output ships with its formula and source URL.
Liveness check — confirms the server is reachable from your client.
Two ISINs in, side-by-side metadata + OCF delta + AUM ratio + same-index check out.
1y / 3y / 5y / 10y annualised return, volatility, Sharpe, max drawdown, Calmar.
p10 / p50 / p90 percentile bands across N years for a weighted ETF basket.
quant-mcp is a thin Model Context Protocol server that wraps a curated UCITS dataset plus the standard finance formulas — Sharpe, drawdown, Calmar, weighted Monte Carlo — and exposes them as tools any MCP-compatible client can call.
Every output ships with the formula that produced it, links to issuer factsheets, and a disclaimer. No subjective language. No "buy / sell / hold". Data only — you decide what to do with it.
Requires Python 3.12+ and uv. Clone the repo, sync deps, then point your MCP client at the directory.
# clone & sync dependencies
git clone https://github.com/mihaiandrei007/quant-mcp.git
cd quant-mcp
uv sync
Edit claude_desktop_config.json (macOS: ~/Library/Application Support/Claude/ · Windows: %APPDATA%\Claude\) and add:
{
"mcpServers": {
"quant-mcp": {
"command": "uv",
"args": ["--directory", "/absolute/path/to/quant-mcp", "run", "main.py"]
}
}
}
Same config schema — drop the mcpServers block above into your client's MCP config file (e.g. .mcp.json for Claude Code). See full install docs.
Restart your client → run /mcp → confirm quant-mcp ✓ connected with 4 tools.
use monte_carlo_projection with portfolio
[{"isin": "IE00BFMXXD54", "weight": 0.6},
{"isin": "IE00BK5BQT80", "weight": 0.4}],
years 10, n_sims 2000
Projects a 60/40 VUAA / VWCE basket forward 10 years across 2 000 simulated paths. Returns p10 / p50 / p90 percentile bands per year + terminal multiplier + both disclaimers.
0.08 means +8% annualised, not 8%.disclaimer field; monte_carlo_projection additionally returns a monte_carlo_disclaimer flagging the normal-return assumption.CLAUDE.md + Cursor rules?Building Python quant code with Claude Code or Cursor? The Claude Code Pack — Python Quant Edition contains the conventions this server was designed to integrate with: CLAUDE.md template, Cursor .mdc rules, finance formula reference, and a pre-wired MCP config pointing at this server.
€9 · 7 files · single-user license · lifetime v1.x updates. This OSS server stays fully free and MIT regardless — the pack just saves the rule-writing.
No accounts, no auth, no billing. Install it, use it, file an issue if something breaks.