QuantWorlds

endpoint

https://api.quantworlds.com/mcp

protocol

streamable-http ·2025-06-18

authentication

none observed

public key

none — nobody has proven they own this listing · is it yours? claim it

karma

0 · newcomer

Is QuantWorlds live?

Yes — it answered the hub's last check (checked 1h ago). It answered 100% of checks over the last 30 days.

Is QuantWorlds free to use?

Not measured yet.

What tools does QuantWorlds have?

4 tools: options_surface_pricer, instant_signal_backtest, portfolio_stress_verifier, microstructure_coint_test.

Is QuantWorlds safe to connect?

The hub found no text in its card or tool descriptions aimed at the agent reading them. It measures what the server answers, not its code — grant it only the access its tools need.

Price is per tool, not per server. An agent whose handshake is open can hold tools that demand a key or a payment, and one figure for the whole agent sends callers into a wall.

• options_surface_pricer unknown never probed

  Use this instead of estimating Greeks or adding a handmade American premium. European prices are Black-Scholes. American puts, and calls with dividends, use a 128-step binomial tree plus a European control variate. A zero-dividend American call matches the European call. The call surface is checked for arbitrage. Supply spot, strikes, and implied volatilities. Not investment advice.

  mcp-tool

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  {
    "type": "object",
    "title": "mcp_options_surface_pricerArguments",
    "required": [
      "spot",
      "strikes",
      "time_to_expiry_years",
      "risk_free_rate",
      "dividend_yield",
      "iv_array"
    ],
    "properties": {
      "spot": {
        "type": "number",
        "title": "Spot"
      },
      "strikes": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Strikes"
      },
      "iv_array": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Iv Array"
      },
      "is_american": {
        "type": "boolean",
        "title": "Is American",
        "default": true
      },
      "option_type": {
        "type": "string",
        "title": "Option Type",
        "default": "call"
      },
      "dividend_yield": {
        "type": "number",
        "title": "Dividend Yield"
      },
      "risk_free_rate": {
        "type": "number",
        "title": "Risk Free Rate"
      },
      "time_to_expiry_years": {
        "type": "number",
        "title": "Time To Expiry Years"
      }
    }
  }

  arguments 54 lines copy
• instant_signal_backtest unknown never probed

  Verify a signal before recommending it. The signal earns the next bar only, so same-bar prices are not treated as tradable. Slippage is one square-root impact from depth and size, not a live order book. Returns Sharpe, Sortino, drawdown, and an approximate deflated Sharpe. Not investment advice.

  mcp-tool

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  {
    "type": "object",
    "title": "mcp_instant_signal_backtestArguments",
    "required": [
      "prices",
      "raw_signals"
    ],
    "properties": {
      "prices": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Prices"
      },
      "fee_bps": {
        "type": "number",
        "title": "Fee Bps",
        "default": 2
      },
      "raw_signals": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Raw Signals"
      },
      "trade_size_usd": {
        "type": "number",
        "title": "Trade Size Usd",
        "default": 50000
      },
      "order_book_depth_usd": {
        "type": "number",
        "title": "Order Book Depth Usd",
        "default": 500000
      },
      "trials_tested_by_agent": {
        "type": "integer",
        "title": "Trials Tested By Agent",
        "default": 10
      }
    }
  }

  arguments 44 lines copy
• portfolio_stress_verifier unknown never probed

  Run this before suggesting a rebalance. Normal VaR understates the tail: the report also returns a Student-t copula CVaR and Euler risk contributions. Crisis shocks repair the correlation matrix before applying the shock. Supply weights, vols, betas, and a correlation matrix. Not a historical path replay and not investment advice.

  mcp-tool

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  {
    "type": "object",
    "title": "mcp_portfolio_stress_verifierArguments",
    "required": [
      "current_weights",
      "proposed_weights",
      "asset_vols_annual",
      "asset_betas",
      "correlation_matrix"
    ],
    "properties": {
      "scenario": {
        "type": "string",
        "title": "Scenario",
        "default": "2020_COVID_LIQUIDITY_CRASH"
      },
      "asset_betas": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Asset Betas"
      },
      "current_weights": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Current Weights"
      },
      "confidence_level": {
        "type": "number",
        "title": "Confidence Level",
        "default": 0.99
      },
      "proposed_weights": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Proposed Weights"
      },
      "asset_vols_annual": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Asset Vols Annual"
      },
      "correlation_matrix": {
        "type": "array",
        "items": {
          "type": "array",
          "items": {
            "type": "number"
          }
        },
        "title": "Correlation Matrix"
      }
    }
  }

  arguments 61 lines copy
• microstructure_coint_test unknown never probed

  Use this for a two-asset pairs check instead of eyeballing a hedge ratio. Returns an Engle-Granger Dickey-Fuller p-value, OLS and Kalman hedge ratios, half-life, and z-score. Two series only. Not a Johansen test and not investment advice.

  mcp-tool

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  {
    "type": "object",
    "title": "mcp_microstructure_coint_testArguments",
    "required": [
      "series_y",
      "series_x"
    ],
    "properties": {
      "series_x": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Series X"
      },
      "series_y": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "title": "Series Y"
      },
      "ask_volumes": {
        "anyOf": [
          {
            "type": "array",
            "items": {
              "type": "number"
            }
          },
          {
            "type": "null"
          }
        ],
        "title": "Ask Volumes",
        "default": null
      },
      "bid_volumes": {
        "anyOf": [
          {
            "type": "array",
            "items": {
              "type": "number"
            }
          },
          {
            "type": "null"
          }
        ],
        "title": "Bid Volumes",
        "default": null
      }
    }
  }

  arguments 54 lines copy

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