Quantustik

Get the latest Fear and Greed index value. Sourced from the CNN Fear and Greed model, cached and refreshed periodically. Values range 0 (Extreme Fear) to 100 (Extreme Greed). Returns a dict with value (0-100), label (e.g. "fear"), and timestamp, plus `current` ({score, rating, updated_at}), `history`, and the per-component `sub_indicator_scores`.

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Get the earnings calendar (next + last report) for one S&P 500 ticker. Earnings are a scheduled event. This tool surfaces the next-upcoming and last-reported earnings dates and the days until the next one. When no data is available (cold cache + no live source), `available` is false and `next`/`last` are null; treat that as "unknown", not "no earnings". Args: ticker: Stock ticker symbol (e.g. "AAPL", "MSFT", "NVDA"). Case-insensitive. Returns a dict with available, next, last, days_until_next, as_of and disclaimer embedded in the payload.

Get SEC Form 4 insider-trading activity — per-ticker detail or S&P 500 screener. Surfaces already-ingested Form 4 filings (the same Form 4 feed behind the market model's `form4` stage) pre-chewed into analytical context so you don't have to parse raw XBRL yourself: buyer role (officer / director / 10% owner), transaction size vs that SAME insider's own historical buy pattern (`size_vs_own_median`, `is_unusually_large` when >=2x their own median), and cluster-buy detection (`is_cluster` — 3+ distinct insiders buying the same ticker within a 10-day window, historically the stronger signal vs a single insider's trade). Every transaction links to its source SEC filing via `accession_url` — verify anything before acting. Two modes: - ticker set: per-ticker view — up to 40 most-recent Form 4 transactions over the trailing year plus `cluster_buy_active`. - ticker omitted: S&P 500 (top-100) screener — tickers with a cluster buy or an unusually-large buy in the last 30 days. An empty `results` list is a valid, honest answer; most weeks most tickers show nothing notable. Read-only surfacing: this is information, not a recommendation. Args: ticker: Optional. Stock ticker for the per-ticker view (e.g. "AAPL"). Omit for the S&P 500 screener. Case-insensitive. Returns per-ticker: ticker, transactions, cluster_buy_active, generated_at, disclaimer. Screener: tickers_scanned, results, generated_at, disclaimer.

Get SEC 8-K event digest — per-ticker detail or a site-wide recent feed. New EDGAR ingestion (unlike get_insider_pulse's Form 4 data, which was already ingested): polls 8-K filings and pre-chews each one so you don't have to parse raw filing HTML yourself. Event type comes from the filing's OWN structured SEC Item number(s) — GROUND TRUTH, never LLM-guessed (e.g. Item 5.02 = exec departure/appointment, Item 2.02 = earnings results, Item 2.01 = M&A completion, Item 4.02 = restatement). The `summary` field is a one-line AI narration grounded in the actual filed document text (`summary_source: "llm"`), or a factual sentence built purely from the Item label(s) when no document excerpt was available (`summary_source: "item_labels"`) — never fabricated content either way. Every filing links to its source SEC filing via `accession_url` — verify anything before acting. Two modes: - ticker set: per-ticker view — up to 15 most-recent 8-Ks over the trailing ~6 months. - ticker omitted: site-wide feed — up to 30 most-recent 8-Ks across the S&P 500 (top-100) universe in the trailing ~2 weeks. An empty `filings` list is a valid, honest answer on a quiet news day. Read-only surfacing: this is information, not a recommendation. Args: ticker: Optional. Stock ticker for the per-ticker view (e.g. "AAPL"). Omit for the site-wide recent feed. Case-insensitive. Returns per-ticker: ticker, filings, generated_at, disclaimer. Feed: tickers_scanned, filings, generated_at, disclaimer.

Get the "Lazy Prices" 10-K/10-Q language diff for one ticker. Compares the two most recent 10-K (year-over-year, default) or 10-Q (quarter-over-quarter) filings' Risk Factors (Item 1A) and MD&A (Item 7 for 10-K, Item 2 for 10-Q) sections, pre-chewed so you don't have to parse raw filing HTML yourself: a real TF-IDF cosine similarity score between the two extracted section texts, plus the top added/removed sentences from a real sentence-level diff, plus a one-line AI summary grounded strictly in those diffed sentences (`summary_source: "llm"`), or a factual sentence built purely from the computed similarity/counts when no LLM is available (`summary_source: "computed"`) — never fabricated either way. Every result links to BOTH source filings via `filings[].accession_url` — verify anything before acting. Cites a known academic finding: Cohen, Malloy & Nguyen (2020), "Lazy Prices", Journal of Finance — YoY changes in 10-K Risk Factors/MD&A language are historically return-predictive. This is a third-party academic result cited for context, NOT a claim or backtest result of this app. An empty `sections` dict is a valid, honest answer when the ticker has fewer than 2 filings of the requested form on file, or a section couldn't be reliably extracted from both filings (known gap: this extractor targets the common modern EDGAR HTML filing format used by large-cap names; older/non-standard filing formats may not extract). Read-only surfacing: this is information, not a recommendation. Args: ticker: Stock ticker (e.g. "AAPL"). Case-insensitive. form: "10-K" (year-over-year, default) or "10-Q" (quarter-over-quarter). Returns: ticker, form, filings (the two compared filings with accession_url), sections (keyed by "risk_factors"/"mda", each with similarity, added_sentences, removed_sentences, summary, summary_source), generated_at, disclaimer.

Get 13F whale summaries + SC 13D/G activist alerts for one ticker. Final slice of the SEC EDGAR AI-digest layer. Two surfaces in one payload: `whale_summary` — QoQ (quarter-over-quarter) change in institutional ownership across a curated ~50-filer 13F universe (activist funds, quant shops, mega index managers, tiger cubs, sovereign wealth, etc.): new positions opened, positions closed, and the largest increases/decreases by dollar value between the two most recent 13F quarters on file. Pure computed deltas — no LLM narration, just real numbers. Institutional filer names come from SEC's own submissions data (ground truth), and every filer row links to its source 13F accession via `accession_url`. When there's genuinely nothing to compute (ticker not held by any tracked filer, or fewer than 2 quarters on file), the `narration` field says so plainly instead of a fabricated result. A filer only ever appears in `closed_positions` when there is an actual filing from that filer covering the latest quarter that omits this ticker's cusip; a filer simply absent from the latest snapshot with no filing on file for that quarter at all lands in `no_recent_filing` instead — never treated as a sale. Absence of a filing is not evidence of a sale. `activist_alerts` — recent Schedule 13D (activist/control intent) and 13G (passive >5% stake) filings. 13D entries carry a one-line AI summary grounded STRICTLY in the filing's own Item 4 ("Purpose of Transaction") text when it can be confidently extracted (`summary_source: "llm"`) — never an invented intent; otherwise a factual fallback sentence (`summary_source: "item_label"`). 13G entries get a structured, non-AI note (`summary_source: "structured"`) since 13G is reserved for passive filers with nothing to narrate beyond the threshold crossing. Every alert links to its source filing via `accession_url`. Read-only surfac

List all available Quantustik MCP tools and resources. Use this as the entry point when a user asks what can you do with Quantustik, or to discover the full surface area of the server. Returns a structured description of every tool and resource.

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Onboard to the Quantustik API/MCP: anonymous access and quotas. No API key is needed — every tool is callable right now under an anonymous per-IP hourly cap. Returns the live keyless/free-key request quotas (pulled live from server config) plus the optional key-issuance URL and auth header format. Pure informational — no auth required to call it.

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