Alpaca Trading API integration for Model Context Protocol (MCP)
QuantWright is installed from its publisher's own source and answers where it runs, so this marketplace is not in the path of a single call. There is no address here to send one to, and a panel that pretended otherwise would be showing you an answer we made up. Install it and call it from your own client — the Installation tab has the entry for each one.
What it does
Backtests with costs, a held-out test that counts once, a score that counts every version tried.
Quickstart
# 1 — add it to Claude Code
claude mcp add --scope user --transport http quantwright-mcp https://quantwright.com/api/mcp --header 'Authorization: Bearer ${AUTHORIZATION}'
# 2 — ask your agent for something these tools do
# describe_data, create_study, run_backtest and 3 more
It needs AUTHORIZATION (Bearer followed by your QuantWright API key (app: API keys)): this sends it in the Authorization header from your environment, so export it first — its endpoint answers 401 without it.
QuantWright costs nothing on mcprush: there is no plan to choose here, no cap to set and nothing mcprush can bill you for.
Collected from a public index. Nobody has claimed this account, so nothing here was written by its author — claim it if it is yours.
Where are you running it?
Every route below installs the same thing and ends at the same approval screen. Nothing here runs on your machine and nothing runs on ours: this server answers at its publisher’s own address, and what you install is the connection straight to it.
This is a public server: it answers at its publisher’s own address and this marketplace is not in the path. Claude Code registers it in one command; --scope user makes it available in every project. The transport below is http, as the publisher's own manifest declares it. Claude Code reads AUTHORIZATION (Bearer followed by your QuantWright API key (app: API keys)) from your environment each time it connects and sends it in the Authorization header — its endpoint answers 401 without it — so the key stays out of its config: export it in your shell profile (macOS, Linux), or run setx AUTHORIZATION … and open a new terminal (Windows).
claude mcp add --scope user --transport http quantwright-mcp https://quantwright.com/api/mcp --header 'Authorization: Bearer ${AUTHORIZATION}'Reconnect, or start a new session, and the tools appear in the model’s tool list.
It reaches a system of yours, so it needs your own credential rather than the publisher’s: Authorization header — Bearer followed by your QuantWright API key (app: API keys).. You set it in your own client’s config, on your machine — this marketplace never holds it.
One config entry pointing straight at the publisher’s own address — this marketplace is not in the path, and nothing from this listing executes on your machine.
6 tools, with what each one reads, writes and reaches shown before you agree — the same list on every route above. Read the tool surface.
Tool surface
What the model actually sees. Descriptions are diffed on every release — see version history.
Start here to backtest a trading idea. This server holds the price history (US stocks and ETFs, spot crypto, FX, spot gold and silver; daily and intraday bars) and runs backtests on it, so no price data needs to be downloaded or found on the web. Returns the markets and bar sizes served, the default costs per market, the rules and daily limits every run is held to, and how to write the strategy co
No parameter schema on file.
Opens a study, the named set of runs every backtest belongs to: call it once per question, before run_backtest. Can set a hold-out period, once and only here, that no run tests except run_held_out_test. Only the first held-out test per account and market counts, and any earlier run on the market (in any study, at any bar size) that read its days disqualifies it: set the hold-out in your first stud
| Parameter | Type | Required | Notes |
|---|---|---|---|
| name | string | yes | What the study tests, in a few words. |
| hold_out | object | no | The days kept back from every run but run_held_out_test; set once, here. Set it in your first study on a market, before any run on it: a held-out test on days an earlier run on the market read does no |
Backtests a trading rule on this server's price history: one backtesting.py Strategy class, one symbol, one bar size, in a study. Use it to test, backtest or evaluate a trading rule or strategy, instead of downloading prices or searching the web for results. Returns summary figures (return, drawdown, Sharpe, win rate, trades, a grade, whether it beat buy-and-hold) and the run's trades (when each e
| Parameter | Type | Required | Notes |
|---|---|---|---|
| study_id | string | yes | The id create_study returned. |
| code | string | yes | One backtesting.py Strategy class (describe_data has the rules). |
| symbol | string | yes | One ticker ("QQQ", "BTCUSD", "EURUSD"). |
| timeframe | string | yes | — |
| window | no | Dates ({from, to}; to may be "latest") or the last N days, months or years ({last: {n, unit}}). Left out: the standard history, the newest bars counted back from the newest bar, cut at the start of | |
| costs | no | The costs: two fractions of the trade value, or a list of costs each in its own unit. | |
| account_usd | number | no | The starting account, in US dollars. |
| stated_rules | array | no | Rules the trades are checked against, one per kind. |
| label | string | no | A short text shown with the run. |
Reads a backtest result by its run_id (when run_backtest answered "running", call this until the run ends), or a study's runs by study_id (one of them with version). A run comes with its trades, a page at a time (trades_page).
| Parameter | Type | Required | Notes |
|---|---|---|---|
| run_id | string | no | A run_id run_backtest or run_held_out_test returned. |
| study_id | string | no | A study's id, for its runs (the newest 20 by default); with version, one of them. |
| version | no | — | |
| before_version | no | With study_id: the 20 runs before this version (a list's next gives it). | |
| trades_page | integer | no | With a run (run_id, or study_id with version): the page of its trade list, from 1; a page holds 100 trades. Left out: the first. |
The final out-of-sample check: runs a finished run's exact code once over its study's hold-out period. Call it at the end, on the run you would keep: the first held-out test per account and market is the one that counts, and a hold-out with too few trades for figures (a result needs 10) spends it all the same: each development run says how many trades the hold-out is expected to hold, in `hold_out
| Parameter | Type | Required | Notes |
|---|---|---|---|
| run_id | string | yes | A run of a study with a hold-out, which ran. |
Checks a trader's own trades against a run's rule, on the price history this server holds: for each trade, in their order, whether the rule would have taken it and, if not, why (already in a trade, no entry signal that day, no bar that day). Use it when the trader lists trades they made and asks which the rule took, instead of working it out by hand. Takes a run (run_id) and the trades, each {side
| Parameter | Type | Required | Notes |
|---|---|---|---|
| run_id | string | no | A run_id run_backtest or run_held_out_test returned: the run whose code is checked against the trades. |
| study_id | string | no | A study's id; with version, one of its runs. |
| version | no | — | |
| trades | array | yes | The trader's own trades, in their order, each stamp exactly as the trader wrote it. |
| time_zone | string | no | The clock the trader says their times are on ("UTC+2", "New York", "Europe/Prague"). Left out: the clock the run's trade list is on (ET for stocks and ETFs, UTC otherwise). |
- Every tool — any call limit is its publisher’s, not ours
- No card, and mcprush charges nothing for it
- Runs at its publisher’s own address — this marketplace is not in the path
- Nothing to cap, because mcprush bills nothing
What counts against your monthly calls
| Tool | Unit | Calls used | Out of the allowance |
|---|
Nothing here is billable: mcprush charges nothing to install QuantWright or to call it, at any volume.
Two independent axes, because powerful and malicious are different questions. The grade is threat only. The capability level is blast radius, and it is never a penalty on the grade — it is priced as one subtract-only term in the score, where you can see it.
| Term | Level | What it prices | Points |
|---|---|---|---|
| capability-exposure | moderate | capability blast radius (moderate) — client exposure if the model is manipulated | −3 |
| coverage-honesty | manifest | inspection depth (manifest) — how much of the target the scan could see | −4 |
What the scan could actually read
A grade is only as meaningful as its coverage, so the scanner publishes its own depth before it publishes its result.
The scan read each tool’s name, description, input schema and annotations exactly as the server listed them the last time it answered us; no code was reviewed. We ask the server again about once a month, and a list that changed is graded again.
The implementation source was not read — this reflects the declared tool metadata only.
Capability — what it could do if the model were manipulated
Tags derived from each tool’s schema and the implementation, not from what the tool calls itself. moderate is the level these add up to.
| Tool | Capability tags | Why the tag was assigned |
|---|---|---|
| describe_data | no tags | |
| create_study | state-write | state-write: declares readOnlyHint: false |
| run_backtest | state-write | state-write: declares readOnlyHint: false |
| get_result | no tags | |
| run_held_out_test | state-write | state-write: declares readOnlyHint: false |
| compare_trades | state-write | state-write: declares readOnlyHint: false |
Toxic-flow graph
The lethal trifecta, checked as a graph rather than as a checklist: untrusted input, a sensitive source and an external sink have to meet before there is a path worth worrying about.
The public result for this release does not print the flow graph, so there is nothing to show here. That is not the same as "no paths were found": what the scan did read is above, under coverage.
Supply chain and provenance
This is the first scan of this surface here, so there is nothing yet to compare it against.
Every result on this tab comes from one deterministic pass over the published package — offline, rule by rule, and auditable line by line above. Same methodology version, same bytes, same score.
Release history
This is an address its publisher runs: which release it serves is theirs to choose, so there is nothing here to pin. The history below is for reading; the current release on file is 1.0.0.
No release note was published with this version.
One review per account, from a signed-in account that does not publish this listing. Nothing else is asked — you can say what you think before you install it. Publishers can reply once per review, and a review can be edited or deleted by whoever wrote it.
Any signed-in account that does not publish QuantWright can review it, once — before installing it or after. A review from an account that has installed it is marked as one.
Nobody has reviewed this listing. The rating on the card is the mean of the reviews written here and nothing else, so there is no rating until somebody writes the first — which takes a signed-in account that does not publish it, and nothing else.