Measured market statistics over MCP — remote server at https://api.quantdata.uk/mcp, no API key needed to try. Day-type probabilities, Weis volume waves, options max pain, dealer gamma. Claude Code plugin + Codex + Gemini CLI included.
Skill Claude CodeCodex
Reads rolling Brooks price-action events for a stock, ETF, futures contract, FX pair or crypto pair from the Quant Data Brooks Events API — range breakouts with measured failure rates and a calibrated per-event estimate, breakout follow-through, range position, long-range breakouts and climactic spikes — together with…
Skill Claude CodeCodex
Looks up options positioning for US stocks and ETFs — max pain, open-interest call and put walls, put/call ratio, and estimated dealer gamma exposure (GEX) with the zero gamma flip level. Reads Quant Data's free public pages when no API key is set, and prefers the JSON endpoints /v1/maxpain and /v1/gamma when…
Skill Claude CodeCodex
Reads Weis Wave volume-price structure for a symbol from the Quant Data Weis Wave API — current wave direction and volume, recent completed waves, and detected events (climax-into-buying, no-supply, no-demand, sign-of-thrust) each carrying its pre-registered measured win rate. Use when the user asks about volume…