加载中…
Stock & options risk analytics for AI agents: pre-trade risk scan, IV, gamma walls, Monte Carlo.
HPSILab Quant Finance 是 ChatHome Skills 收录的 MCP 条目，来源为 Official MCP Registry，质量分 78/100。 作为 Model Context Protocol 服务器，它向 Claude、Cursor、Copilot 等兼容 MCP 的 LLM 客户端暴露可直接调用的工具，让 agent 的能力超出模型内置范围。 该条目由 ChatHome Skills 的每日抓取从官方 registry 和 GitHub 发现查询中收录，每次运行都会重新核验仓库事实、新鲜度信号和安装元数据。 质量分综合了官方 registry 收录情况、可用安装命令、许可证完整性、仓库活跃度和 GitHub star 趋势，完整算法说明见来源页。安装命令已列于上方，可直接复制使用。 在将 HPSILab Quant Finance 加入生产 agent 工作流前，请核对上方的最近更新日期和仓库状态——下方事实快照是最近一次抓取的时点值。
mcp add io.github.haiyunsky/hpsilab-quant-finance-mcp https://hpsilab.com/mcp运行此命令前，请先核对上游源码。
{
"_meta": {
"io.modelcontextprotocol.registry/official": {
"status": "active",
"isLatest": true,
"updatedAt": "2026-10-24T11:26:12.287559Z",
"publishedAt": "2026-10-24T11:26:12.287559Z",
"statusChangedAt": "2026-10-24T11:26:12.287559Z"
}
},
"server": {
"name": "io.github.haiyunsky/hpsilab-quant-finance-mcp",
"title": "HPSILab Quant Finance",
"$schema": "https://static.modelcontextprotocol.io/schemas/2025-12-11/server.schema.json",
"remotes": [
{
"url": "https://hpsilab.com/mcp",
"type": "streamable-http",
"headers": [
{
"name": "Authorization",
"isSecret": true,
"description": "Optional. Clients that support MCP OAuth can omit it and sign in to HPSILab instead; otherwise send a Bearer API key from HPSILab Settings. Research tools need one of the two."
}
]
}
],
"version": "0.11.1",
"packages": [
{
"version": "0.11.1",
"transport": {
"type": "stdio"
},
"identifier": "hpsilab-quant-finance-mcp",
"runtimeHint": "uvx",
"registryType": "pypi",
"registryBaseUrl": "https://pypi.org",
"environmentVariables": [
{
"name": "HPSILAB_API_KEY",
"format": "string",
"isSecret": true,
"isRequired": true,
"description": "HPSILab API key generated and managed in HPSILab Settings."
}
]
}
],
"repository": {
"url": "https://github.com/haiyunsky/hpsilab-quant-finance-mcp",
"source": "github"
},
"websiteUrl": "https://hpsilab.com",
"description": "Stock & options risk analytics for AI agents: pre-trade risk scan, IV, gamma walls, Monte Carlo."
}
}