Quant Finance MCP Server for Stock Analysis and Options Analytics - HPSILab
H|ψ⟩ Quantum Finance — Options Analytics & Quantum ML MCP
Most finance MCP servers wrap a market data API and leave the math to your agent. H|ψ⟩ Quantum Finance does the opposite: it's a full analytical engine exposed as MCP tools, built for AI agents that need computed answers, not raw numbers to crunch themselves.
What makes this different
- Full options Greeks via Black-Scholes, not just spot prices
- IV surface modeling across strikes and expirations
- Monte Carlo simulation with configurable distributions
- Multi-leg options strategy backtesting
- Regime-aware ML pipeline with quantum ML (Qiskit/VQC) predictions
- Treasury-rate-aware forecasting (2Y/10Y yield spread features)
Tools
Free tier (no auth required)
analyze_stock— full stock analysis with technicals and options contextget_iv_radar— implied volatility surface scanget_option_pressure— options market pressure/positioning signalget_monte_carlo— Monte Carlo price simulation
Pro tier (API key required)
get_ai_prediction— regime-aware quantum ML predictionget_equity_curves— backtested equity curve generationgenerate_strategy— multi-leg options strategy generation
Setup
```json { "mcpServers": { "hpsilab": { "type": "streamable-http", "url": "https://hpsilab.com/mcp", "headers": { "Authorization": "Bearer hpsi_your_key" } } } } ```
Free tier tools work without an Authorization header. Get a Pro API key at hpsilab.com.
Best for
Quant researchers, options traders, and AI agents building trading copilots or portfolio risk tools that need computed analytics — not another data feed to layer logic on top of.
Links
- Website: https://hpsilab.com
- Docs: https://hpsilab.com/developer/v2
- Python SDK:
pip install hpsilab-mcp
Server Config
{
"mcpServers": {
"hpsilab": {
"command": "npx",
"args": [
"mcp-remote",
"https://hpsilab.com/mcp",
"--header",
"Authorization: Bearer hpsi_your_key"
]
}
}
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