Wraps Yahoo Finance historical data and Fama-French factors into three deterministic tools: screen_stocks filters S&P 500, Nasdaq 100, or Russell 2000 by fundamentals, momentum, or technical signals; backtest_strategy runs a rebalance loop over history with stop-loss support and returns CAGR, Sharpe, drawdown, and trade logs; factor_analysis decomposes returns into market, size, value, and momentum exposures with alpha t-stats. Everything caches locally after first run, so screening takes under a second and backtests finish in 3-8 seconds. No API keys, no config file. Useful when you want Claude to run quantitative strategy research with real numbers instead of hallucinating performance metrics.
claude mcp add --transport stdio io.github.zomma-dev-quantcontext uvx quantcontext