# Kwant MCP server

Source: https://glimind.com/server/mcp-registry%2Fsh.kwant%2Fkwant
Registry id: `mcp-registry/sh.kwant/kwant`
Status: live (checked 2026-10-27T04:17:29.190Z)

## Measurements (30 days)

- Uptime: 99.7%
- Checks: 3722
- Outages (90 days): 7

## Install

```json
{
  "mcpServers": {
    "kwant-mcp-server": {
      "type": "http",
      "url": "https://kwant.sh/mcp"
    }
  }
}
```

Claude Code:

```sh
claude mcp add --transport http kwant-mcp-server https://kwant.sh/mcp
```

## Tools (16)

- `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, ex
- `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-f
- `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
- `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
- `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 va
- `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 return
- `compute_stats`: Compute quantitative statistics (volatility, sharpe, max_drawdown, returns, beta, correlation) over a ticker's daily price history. Omit `metrics` to default to
- `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 da
- `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_w
- `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 an
- `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 
- `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 o
- `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 whos
- `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 
- `screen`: Screen a stock universe for tickers matching quantitative filters (logical AND). Fields: price, rsi, sma_50, sma_200, volatility, sharpe, max_drawdown, total_re
- `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, tren

Measured by Glimind (https://glimind.com): MCP handshake + tool list only, no tool is ever called. CC BY 4.0.