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}" } } } }
.vscode/mcp.json settings file.
dotnet tool install --global Quant.Infra.Net.Mcp --version 1.6.0
dotnet new tool-manifest
dotnet tool install --local Quant.Infra.Net.Mcp --version 1.6.0
#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) andwalk_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 | Versions 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. |
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.