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…
not rated 1 4d ago A 111 tokens
original MIT