Quant.Infra.Net.Mcp 1.6.0

{
  "inputs": [
    {
      "type": "promptString",
      "id": "TIINGO_API_KEY",
      "description": "Optional. Free Tiingo key (https://www.tiingo.com) for a more stable US equity feed. Yahoo and Binance need no key.",
      "password": true
    },
    {
      "type": "promptString",
      "id": "QUANT_INFRA_REPORTS_DIR",
      "description": "Optional. Folder for HTML backtest reports (default: ~/Documents/QuantInfraNet/reports)."
    }
  ],
  "servers": {
    "Quant.Infra.Net.Mcp": {
      "type": "stdio",
      "command": "dnx",
      "args": ["Quant.Infra.Net.Mcp@1.6.0", "--yes"],
      "env": {
        "TIINGO_API_KEY": "${input:TIINGO_API_KEY}",
        "QUANT_INFRA_REPORTS_DIR": "${input:QUANT_INFRA_REPORTS_DIR}"
      }
    }
  }
}
                    
This package contains an MCP Server. The server can be used in VS Code by copying the generated JSON to your VS Code workspace's .vscode/mcp.json settings file.
dotnet tool install --global Quant.Infra.Net.Mcp --version 1.6.0
                    
This package contains a .NET tool you can call from the shell/command line.
dotnet new tool-manifest
                    
if you are setting up this repo
dotnet tool install --local Quant.Infra.Net.Mcp --version 1.6.0
                    
This package contains a .NET tool you can call from the shell/command line.
#tool dotnet:?package=Quant.Infra.Net.Mcp&version=1.6.0
                    
nuke :add-package Quant.Infra.Net.Mcp --version 1.6.0
                    

Quant.Infra.Net.Mcp — backtest trading ideas in plain language

An MCP server for Claude Desktop, Claude Code, VS Code Copilot, Cursor and any other MCP client. Describe a strategy in plain language and get a professional backtest with charts, then keep refining it in conversation.

  • Free data, no API key: Yahoo (US/HK/China stocks, ETFs, indices, FX, futures) and Binance (crypto). Tiingo is optional (free key). You can also use your own CSV files.
  • Strategies: trend (MaCross), mean reversion, pairs trading and MultiFactor rotation (momentum, low-vol, trend, reversal and risk-adjusted momentum, with a regime filter and a defensive asset).
  • Reports: a self-contained HTML file with charts: equity vs benchmark, drawdown, rolling Sharpe, regime table, monthly heatmap and fills.
  • Robustness checks: optimize_strategy (grid search plus out-of-sample holdout and an overfitting verdict) and walk_forward (rolling re-optimization that stitches the out-of-sample windows together).
  • Read-only: the server never places live orders.

Install

You need the .NET 8+ SDK. With .NET 10 you can skip the install step and run it through dnx (see the config below).

dotnet tool install -g Quant.Infra.Net.Mcp

Configure your MCP client

Claude Desktop (claude_desktop_config.json):

{
  "mcpServers": {
    "quant-infra-net": { "command": "quant-infra-mcp" }
  }
}

With .NET 10 and no install step:

{
  "mcpServers": {
    "quant-infra-net": { "command": "dnx", "args": ["Quant.Infra.Net.Mcp", "--yes"] }
  }
}

Claude Code: claude mcp add quant-infra-net -- quant-infra-mcp

Try it

Backtest a rotation over SPY, QQQ, IWM, EFA, EEM, TLT, GLD and DBC since 2008. Hold the 3 with the best momentum, prefer calmer ones, and go to SHY when SPY is below its 200-day average. Compare to SPY and show me the report.

Which slow-MA period works best for QQQ? Check that it holds up out of sample.

Does that strategy only work in bull markets? Run a walk-forward analysis.

Tools: list_strategies, list_data_sources, run_backtest, optimize_strategy, walk_forward, fetch_ohlcv, run_paper_cycle. Prompts: quickstart, strategy_research, regime_check.

Docs: https://github.com/memoryfraction/Quant.Infra.Net · License: MIT · Research only, not investment advice.

Product Compatible and additional computed target framework versions.
.NET net8.0 is compatible.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed.  net9.0 was computed.  net9.0-android was computed.  net9.0-browser was computed.  net9.0-ios was computed.  net9.0-maccatalyst was computed.  net9.0-macos was computed.  net9.0-tvos was computed.  net9.0-windows was computed.  net10.0 was computed.  net10.0-android was computed.  net10.0-browser was computed.  net10.0-ios was computed.  net10.0-maccatalyst was computed.  net10.0-macos was computed.  net10.0-tvos was computed.  net10.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

Version Downloads Last Updated
1.6.0 99 11/3/2026

1.6.0: free no-key data (Yahoo, Binance) + Tiingo; disk cache; MultiFactor strategy; HTML reports; benchmark + regime analysis; optimize_strategy (out-of-sample); walk_forward; list_data_sources; MCP prompts; automatic warm-up; next-open fills by default.