haiyunsky/hpsilab-quant-finance-mcp
MCP server Claude CodeCodexCursor +2
Open-source Python quantitative finance MCP server for US stock and ETF research, options analytics, implied volatility, Monte Carlo simulation, AI prediction, backtesting, and risk analysis. Runs locally from the hpsilab-quant-finance-mcp Python package. Needs 1 environment variable to run.
haiyunsky/hpsilab-quant-finance-mcp
MCP server Claude CodeCodexCursor +2
Open-source Python quantitative finance MCP server for US stock and ETF research, options analytics, implied volatility, Monte Carlo simulation, AI prediction, backtesting, and risk analysis. Runs locally from the hpsilab-quant-finance-mcp Python package. Needs 1 environment variable to run.
haiyunsky/hpsilab-quant-finance-mcp
Skill Claude CodeCodex
Quantitative research on US equities and options with the HPSILab Quant Finance MCP server. Use when the user asks for a stock analysis, implied volatility (IV rank, IV percentile, skew), options positioning (max pain, gamma wall, expected move), a 10-trading-day Monte Carlo price range, a next-trading-day AI…