Option, backtest, portfolio, and pairs checks for agents.
Connect Remote server
claude mcp add --transport http quantworlds https://api.quantworlds.com/mcp
{
"mcpServers": {
"quantworlds": {
"url": "https://api.quantworlds.com/mcp"
}
}
}
{
"servers": {
"quantworlds": {
"type": "http",
"url": "https://api.quantworlds.com/mcp"
}
}
}
Settings > Connectors > Add custom connector
URL: https://api.quantworlds.com/mcp
Tools 4 found in our last check
options_surface_pricerUse 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 cal…
instant_signal_backtestVerify 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 i…
portfolio_stress_verifierRun 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. No…
microstructure_coint_testUse 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.
Details
| Endpoint | https://api.quantworlds.com/mcp (Streamable HTTP) |
| Endpoint | https://api.quantworlds.com/sse (SSE) |
| First published | 14 Nov 2026 |
| Last updated | 14 Nov 2026 |
| Registry name | com.quantworlds.api/quantworlds |
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