Kwant

sh.kwant由 kwant.sh 发布官方发布者v1.0.0更新于 Oct 24, 2026

Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.

已验证Streamable HTTP可网页运行金融数据与分析

概览

AI 生成的概览

Kwant 是一个远程 MCP 服务器,为助手提供美股与多伦多交易所股票的量化工具:行情、基本面、指标、筛选、回测与组合。

可以做什么
获取美股与 TSX 股票的行情、OHLCV 历史价格与基本面数据,以及加权股票篮子的组合层面统计和两两相关性矩阵。计算技术指标(RSI、MACD、SMA、EMA、BBANDS、ATR、ADX、STOCH)并识别金叉等经典技术信号。计算量化统计(波动率、夏普比率、最大回撤、收益率、贝塔、相关性),并按指定指标对多只股票排名。用量化条件筛选股票池,或按横截面信号和月度成交额对股票池(SP500、TSX 或指定股票)打分排名。回测简单的只做多技术策略和定期再平衡的多股票量化组合,并据此构建组合权重。
适用场景
当你希望助手回答美股或 TSX 股票的量化问题——拉取价格与基本面、运行技术指标与信号、筛选或排名股票池、测试简单策略或组合权重——而不必自建数据管道时使用。
运行要求
远程 streamable HTTP 端点 kwant.sh;未声明任何软件包、环境变量或请求头,也未声明身份验证。需要能访问该端点的网络。部分工具(screen、backtest、screen_with_scores)标注为付费,每次调用 0.0100 美元。
安装前请注意
多个工具标注为付费,每次调用 0.0100 美元,反复筛选或回测会产生费用。服务器为远程服务,你提交的股票代码和组合输入会发送给第三方。结果基于市场数据计算,不构成投资建议,依赖前请自行核实。

安装

在 SourceWeft 中

  1. 打开 控制台中的 Kwant,将其添加到工作区。
  2. 为需要使用其工具的对话启用该服务。

Web executable,通过 Streamable HTTP。 远程服务在工作区中配置后即可从网页运行时运行。

交给智能体安装

把这段提示词粘贴到 Claude Code、Codex、Cursor 等智能体,或 SourceWeft 对话中。智能体会读取该服务器的安装指南,先向你展示发布者、端点和登录方式,经你同意后再把它添加到你的客户端。密钥不会写进任何命令。

阅读 https://sourceweft.com/mcp/sh.kwant%2Fkwant/install.md,并按其中说明把这个 MCP 服务器接入我的客户端。修改任何配置之前,先告诉我它的发布者、端点和登录方式,等我确认。不要把 API 密钥写进命令或我会提交的文件;问我密钥应从哪里获取。

查看智能体所依据的安装指南

其他 MCP 客户端

把它添加到你客户端的 mcpServers 配置中。

{
  "mcpServers": {
    "kwant": {
      "type": "http",
      "url": "https://kwant.sh/mcp"
    }
  }
}

工具

16

get_price_history

Get historical OHLCV price bars for a ticker. US symbols are bare (AAPL, MSFT); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. interval is one of 1m,5m,15m,30m,1h,1d,1wk,1mo (default 1d); range is one of 5d,1mo,3mo,6mo,1y,2y,5y,max (default 1y). Returns an envelope whose values contains interval, range, currency, count, and bars (records with an ISO timestamp plus open, high, low, close, volume). (paid: $0.0050/call)

输入参数rangeticker必填interval

get_quote

Get the latest available quote for a ticker. US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds the quote fields (price, currency, previous_close, change, change_percent, volume, market_state, asof as an ISO string). (paid: $0.0050/call)

输入参数ticker必填

get_fundamentals

Get fundamental data for a ticker (profile + key ratios). US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds available fundamentals: name, exchange, currency, sector, industry, market_cap, pe_ratio, forward_pe, eps, dividend_yield, beta, fifty_two_week_high, fifty_two_week_low, asof. Fields not covered by the provider are null. (paid: $0.0050/call)

输入参数ticker必填

compute_indicator

Compute a technical indicator (RSI, MACD, SMA, EMA, BBANDS, ATR, ADX, STOCH) over a ticker's price history. Returns the warmup-aligned series plus the latest values and a one-line summary. Tune the window with `length` (SMA/EMA/RSI/ATR/ADX/BBANDS), `fast`/`slow`/`signal` (MACD), `std` (BBANDS), or `k`/`d`/`smooth_k` (STOCH) — pass them either as top-level fields OR nested under `params`; both work. `window` and `period` are accepted as aliases for `length`. NOTE: for a long window like SMA(200) you MUST set length=200 (the default is 20). The response echoes the effective params it used, and the summary shows the window, e.g. `SMA(200)`. Ensure `range` spans at least `length` bars (e.g. range=2y for SMA(200)) or the series is all-warmup NaN. (paid: $0.0050/call)

输入参数dkstdfastslowrangelengthparamsperiodsignalticker必填window另有 3 个

detect_signals

Detect classic technical-analysis signals on a ticker's price history. Each requested signal is evaluated and reported as triggered/not-triggered with a date and human-readable detail under signal_summary. Signals (omit `signals` to check all six): golden_cross = SMA(50) crosses above SMA(200) within `lookback`; death_cross = SMA(50) crosses below SMA(200); macd_cross = MACD line crosses above its signal line (bullish); rsi_oversold = RSI(14) below 30 at the latest bar; rsi_overbought = RSI(14) above 70 at the latest bar; breakout = latest close exceeds the highest high of the prior 20 bars. A signal needing more history than is available is returned not-triggered with an insufficient-history detail and a warning — it never fails the call. (paid: $0.0050/call)

输入参数rangeticker必填signalsintervallookback

compute_stats

Compute quantitative statistics (volatility, sharpe, max_drawdown, returns, beta, correlation) over a ticker's daily price history. Omit `metrics` to default to volatility/sharpe/max_drawdown/returns. `beta` and `correlation` require a `benchmark` ticker; `risk_free_rate` is used only by the Sharpe ratio. (paid: $0.0050/call)

输入参数rangeticker必填metricsbenchmarkrisk_free_rate

compare_tickers

Rank two or more tickers against each other by a single metric (total_return, volatility, sharpe, max_drawdown, last_price). Symbols that cannot be resolved (or lack enough history) are skipped and noted in `warnings` rather than failing the call. Returns a ranked list of {ticker, value, rank, currency} (rank 1 = best). (paid: $0.0050/call)

输入参数rangemetrictickers必填

screen

Screen a stock universe for tickers matching quantitative filters (logical AND). Fields: price, rsi, sma_50, sma_200, volatility, sharpe, max_drawdown, total_return, dollar_volume, garman_klass_vol. Ops: lt, lte, gt, gte. (paid: $0.0100/call)

输入参数rangefilters必填sort_byuniverse必填max_tickers

backtest

Backtest a simple long-only technical strategy on daily price history. Strategies: sma_cross (golden/death cross of SMA 50/200), rsi_reversion (enter RSI<30, exit RSI>70), macd_cross (MACD line vs signal). No-lookahead: signals act on the next bar's close. Returns trades + performance metrics. (paid: $0.0100/call)

输入参数rangeparamsticker必填strategy必填

screen_with_scores

Rank a stock universe by a continuous cross-sectional signal score (rank 1 = highest z-score). Signals: jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality. Scores are relative to the scanned set. (paid: $0.0100/call)

输入参数rangetop_nsignaluniverse必填max_tickers

compute_universe_scores

Score and rank a universe of tickers by a cross-sectional signal. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily price history over range, computes a raw per-ticker score for the chosen signal, then converts those raw scores into cross-sectional z-scores and ranks them across the universe (rank 1 = highest z-score). Signals (Jegadeesh–Titman momentum is 12-month minus 1-month return on month-end resampled closes): jt_momentum (that JT 12-1 momentum), mean_reversion (negative trailing 1-month monthly return), rsi_filtered_momentum (JT momentum, names with a 14-day simple RSI > 70 excluded before z-scoring), trend_quality (JT momentum, names trading at or below their 200-day SMA excluded). Tickers with too little history or that fail to fetch are dropped and reported in warnings. range is the lookback (5d,1mo,3mo,6mo,1y,2y,5y,max; default 2y); top_n truncates the ranked output. values holds universe, signal, range, scored, and results (a list of {ticker, raw, zscore, rank} ordered by rank). (paid: $0.0100/call)

输入参数rangetop_nsignaltickersuniverse

build_monthly_universe

Rank a universe of tickers by monthly dollar volume with trailing returns. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily OHLCV over range, resamples each to monthly bars (open=first, high=max, low=min, close=last, volume=sum), and per ticker computes trailing returns over 1/3/6/12 periods plus the latest monthly dollar volume (close * volume). Tickers are ranked by latest dollar volume (descending) and the top top_n are returned. Tickers that fail to fetch or lack enough monthly history are skipped and noted in warnings. range is the lookback (5d,1mo,3mo,6mo,1y,2y,5y,max; default 2y); use a multi-year window so the 12-month horizon is well-defined. values holds range, as_of (latest monthly date, YYYY-MM-DD), count, and results — a ranked list of {ticker, dollar_volume, returns: {1m,3m,6m,12m}, rank} where any horizon longer than the available history is null. (paid: $0.0100/call)

输入参数rangetop_ntickersresampleuniverse

construct_portfolio

Turn a {ticker: score} mapping into long-only portfolio weights. Selects names and assigns non-negative weights that sum to 1.0 using the chosen method: top_n_weighted (weight by clipped score), equal_weight, risk_parity (inverse-volatility), concentrated_vol (highest-vol from a top-score pool), or sharpe_optimized (max-Sharpe long-only). The last three fetch daily history over range (5d,1mo,3mo,6mo,1y,2y,5y,max) and convert it to returns; tickers that fail to fetch are dropped with a warning. Returns the standard envelope; values holds method, top_n, a weights map, and n_holdings. (paid: $0.0100/call)

输入参数rangetop_nmethodscores必填

run_portfolio_backtest

Backtest a rebalanced, multi-ticker, long-only quant portfolio. Fetches daily history for every ticker over range, then runs a walk-forward simulation: at each period-end rebalance the chosen signal (jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality) scores each name using only data up to that date, and method turns those scores into long-only weights. Returns gross and net (after cost) performance. rebalance is M (monthly) or Q (quarterly); cost_bps is round-trip cost on turnover; benchmark drives the hit-rate metric and (with crash_filter) a regime filter holding cash when the benchmark trailing-12m return is negative. Returns the standard envelope; values holds equity_curve, rebalances, metrics, holdings and the echoed parameters. (paid: $0.0100/call)

输入参数rangetop_nmethodsignaltickers必填cost_bpsbenchmarkrebalancecrash_filter

compute_portfolio_stats

Compute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) volatility, sharpe, max_drawdown and total_return of the weighted basket. weights need NOT sum to 1 (normalized internally). Tickers that cannot be fetched are dropped, a note is added to warnings, and the remaining weights are renormalized. risk_free_rate is an annual rate used only by Sharpe. Returns the standard envelope; values holds range, the normalized weights used, and the stats dict. (paid: $0.0100/call)

输入参数rangeweights必填risk_free_rate

compute_correlation_matrix

Compute the pairwise return-correlation matrix for a list of tickers. Fetches each ticker's daily history over range, converts it to daily returns, and computes the pairwise Pearson correlation (aligned on shared dates). Requires at least two tickers; tickers that cannot be fetched are dropped and noted in warnings (at least two must survive). Returns the standard envelope; values holds range, the tickers used, and matrix — a nested dict {rowTicker: {colTicker: correlation}} with a 1.0 diagonal. (paid: $0.0100/call)

输入参数rangetickers必填

版本历史

1
  1. v1.0.0最新Sep 16, 2026

评分

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