@ebowwa/quant-mcp

Quantitative trading MCP server for AI trading systems. Provides Kelly criterion, AMM math, technical indicators, and risk management tools.

Installation

npm install @ebowwa/quant-mcp

Usage with Claude Desktop

Add to your Claude Desktop config:

{
  "mcpServers": {
    "quant": {
      "command": "npx",
      "args": ["-y", "@ebowwa/quant-mcp"]
    }
  }
}

Tools

Prediction Markets

| Tool | Description | |------|-------------| | kelly_criterion | Calculate optimal bet size for binary bets | | convert_odds | Convert between probability, decimal, and American odds | | amm_calculate_cost | Cost to buy shares from constant-product AMM | | amm_price_impact | Price impact and slippage for AMM trades | | lmsr_calculate | LMSR price and cost calculations | | detect_arbitrage | Find arbitrage opportunities in prediction markets | | calculate_edge | Calculate your edge vs market | | brier_score | Measure forecast accuracy |

Technical Indicators

| Tool | Description | |------|-------------| | calculate_sma | Simple Moving Average | | calculate_ema | Exponential Moving Average | | calculate_rsi | Relative Strength Index | | calculate_macd | MACD indicator | | calculate_bollinger_bands | Bollinger Bands | | calculate_atr | Average True Range | | calculate_stochastic | Stochastic Oscillator | | calculate_pivot_points | Classic pivot points | | calculate_fibonacci_retracement | Fibonacci levels |

Risk Management

| Tool | Description | |------|-------------| | position_size_fixed_fractional | Position sizing based on risk % | | calculate_var | Value at Risk (VaR) and Expected Shortfall | | calculate_drawdown | Maximum drawdown analysis | | calculate_sharpe_ratio | Sharpe ratio | | calculate_sortino_ratio | Sortino ratio | | calculate_beta_alpha | Beta and alpha vs benchmark |

Statistics

| Tool | Description | |------|-------------| | distribution_statistics | Mean, median, stdDev, skewness, kurtosis | | correlation | Pearson correlation | | linear_regression | Linear regression analysis | | autocorrelation | ACF for time series |

Example Usage

Kelly Criterion for Prediction Markets

{
  "tool": "kelly_criterion",
  "arguments": {
    "yourProbability": 0.65,
    "marketPrice": 0.55,
    "bankroll": 1000
  }
}

Returns:

{
  "kellyFraction": 0.222,
  "halfKelly": 0.111,
  "quarterKelly": 0.055,
  "fullBetSize": 222,
  "edge": 0.10
}

Technical Analysis

{
  "tool": "calculate_rsi",
  "arguments": {
    "prices": [44, 45, 46, 47, 48, 47, 46, 45, 46, 47, 48, 49, 50, 51, 52],
    "period": 14
  }
}

Risk Metrics

{
  "tool": "calculate_sharpe_ratio",
  "arguments": {
    "returns": [0.02, -0.01, 0.03, 0.01, -0.02, 0.04],
    "riskFreeRate": 0.04,
    "periodsPerYear": 252
  }
}

License

MIT