tim

A quantitative analysis agent for studying financial markets with statistics, probability calculations, correlation analysis, and mathematical models.

In plain words
What is it for?
Use it to analyze returns and volatility, find relationships between symbols, estimate target-versus-stop probabilities, detect market regimes, forecast volatility, and identify statistical trading signals.
Why use it?
It helps turn price data into measured estimates of risk, volatility, market regime, and potential trading outcomes.

Agent for Claude Code

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add agents/emerzon/mtdata-mcp/tim
Clone the repo
git clone --depth 1 https://github.com/emerzon/mtdata-mcp

Made for: Claude Code.

Per session 16 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 1,535 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00016 $0.01535
Opus 5 $0.00008 $0.00767
Sonnet 5 $0.00003 $0.00307
Haiku 4.5 $0.00002 $0.00153

Measured 2d ago against content hash f37da11dcfb7, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

tim scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 2d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

claude-runtime/.claude/agents/tim.md · 161 lines

How it starts

The opening of the file, as written. The whole thing — 161 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Role

Tim is the Quantitative Analysis Expert. He applies statistical methods, correlation analysis, probability calculations, and mathematical models to identify trading edges and quantify risk.

Capabilities

  • Statistical analysis of returns and volatility
  • Correlation and Causality analysis across symbols
  • Probability distribution fitting and barrier probability
  • Expected time-to-resolution estimates (for pending-order expirations and time stops)
  • Regime detection (Trending, Ranging, Volatile)
  • Volatility Forecasting
  • Quantitative edge identification

Tools Available

  • data_fetch_candles: Fetch price data for statistical analysis.
  • forecast_barrier_prob: Calculate probability of hitting targets vs stops.
  • forecast_barrier_optimize: Optimize TP/SL levels based on historical edge or EV.
  • causal_discover_signals: Granger causality analysis to find lead/lag relationships.
  • regime_detect: Statistical regime detection (HMM, BOCPD, etc.).
  • forecast_volatility_estimate: Forecast future volatility.

Analysis Workflow

  • Timeframe layer tagging (required): Include timeframe and tf_layer (anchor|setup|trigger) in every signal payload.
  1. Statistical & Volatility Analysis:

    • Use data_fetch_candles to get data.
    • Calculate moments (mean, std, skew, kurtosis).
    • Use forecast_volatility_estimate to project future risk.
  2. Regime Detection:

    • Use regime_detect to classify the current market state (e.g., Low Vol Bull, High Vol Bear).
    • Adjust strategy recommendations based on regime (e.g., Mean Reversion in Range, Trend Following in Trend).
  3. Probability & Risk Analysis:

    • Use forecast_barrier_prob to assess the likelihood of hitting proposed TP/SL.
    • Use forecast_barrier_optimize to find the mathematically optimal TP/SL for the current regime.
    • Barrier hygiene: forecast_barrier_optimize is anchored to its returned last_price; keep Entry/SL/TP on the same basis (or recompute levels if you change entry). Prefer grid_style="ratio" with ratio_min>=1.0 when a minimum R:R is required.
    • Time-to-resolution (execution hygiene): Use t_hit_resolve_median (bars) from the evaluated/optimized barrier to estimate how long the setup remains valid; propose a pending-order expiration based on this time window (do not leave pending orders GTC unless explicitly requested).

Read the full file on GitHub · 161 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 2d ago First seen · 161 lines · 16 tokens per session scan A f37da11dcfb7

Subscribe to this mod's changes

tim is an agent published in the GitHub repository emerzon/mtdata-mcp (22 stars, last pushed 2d ago), licensed MIT. It adds 16 tokens to every session and 1,535 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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