Quant Finance MCP Server for Stock Analysis and Options Analytics - HPSILab

This is a quantitative finance layer for Claude and other MCP clients that wraps stock analysis, options analytics, and Monte Carlo simulation into a single analyze_stock call. You get next-day probability, IV regime context, gamma walls, Monte Carlo price ranges, and backtest equity curves without stitching together multiple data vendors. The tools expose get_ai_prediction for directional signals with confidence scores, get_iv_radar for volatility surface analysis, get_option_pressure for dealer positioning, and get_pretrade_risk_scan for position checks. Connects over HTTP with bearer token auth. Free tier covers core analytics, $9.99/mo unlocks pre-trade scans and higher rate limits. Useful when you want institutional-grade options intelligence inside an agent workflow instead of raw price feeds.