{"apiVersion":"v1","directorySlug":"quants-mcp-01b69cc516","title":"quants.wiki - quants.wiki","description":"A machine-readable reference for quantitative finance estimators: the exact formula, the conditions under which it is valid, and a worked number. Performance statistics with the Lo autocorrelation correction, Sharpe standard errors and small-sample bias; drawdown statistics against the expected maximum drawdown of a random walk; covariance conditioning, Ledoit-Wolf shrinkage, EWMA and GARCH, and the Parkinson, Garman-Klass, Rogers-Satchell and Yang-Zhang volatility estimators; mean-variance, risk parity, hierarchical risk parity, Black-Litterman and Kelly in closed form; deflated Sharpe, probability of backtest overfitting, minimum backtest length and purged cross-validation; implementation shortfall, square-root impact, Almgren-Chriss and Kyle","pageUrl":"https://www.mcpbundles.com/skills/quants-mcp-01b69cc516","connectPath":"importable","connectAction":"import_server","catalogListing":false,"bundleSlug":null,"listingKind":"remote_mcp","kind":"provider","transportUrl":"https://quants.wiki/mcp","hostedMcpUrl":null,"toolCount":13,"toolInventoryStatus":"observed","refreshedAt":"2026-11-03T13:26:00.516172+00:00","registryName":"wiki.quants/quants-mcp-01b69cc516","registryVersion":"2026.11.3","registryEligible":true,"tools":[{"name":"canon_sites","description":"The sites in the .wiki finance canon with live entry counts and review dates.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","properties":{}},"title":"List canon sites","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_sites","displayName":"List canon sites"},{"name":"canon_search","description":"Search defined terms and reference tables across all canon sites (options, fixed income, quants, PE, M&A, private credit, venture, hedge funds). 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Poll this instead of re-crawling.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","properties":{"since":{"type":"string","pattern":"^\\d{4}-\\d{2}-\\d{2}$"}}},"title":"What changed in the canon","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_changes","displayName":"What changed in the canon"},{"name":"canon_list_formulas","description":"The deterministic formula registry: id, site, summary, input names and citations. Call canon_describe_formula for a schema.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","properties":{}},"title":"List formulas","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_list_formulas","displayName":"List formulas"},{"name":"canon_describe_formula","description":"Input schema with ranges and defaults, output names, stated convention, citations and test vectors for one formula.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["formula"],"properties":{"formula":{"enum":["options.bsm.price","options.bsm.greeks","options.implied_vol","options.put_call_parity","options.vertical_spread","options.kelly","options.expected_move","bonds.price","bonds.ytm","bonds.risk","hf.sharpe","hf.sortino","hf.max_drawdown","hf.fee_net","quant.annualize","quant.var_parametric","pe.irr","pe.multiples","vc.round","ma.accretion_dilution","ma.lbo_returns","credit.all_in_yield","credit.coverage","cal.is_trading_day","cal.holidays","cal.trading_days_between","cal.add_trading_days","cal.settlement","cal.next_expiration","cal.year_fraction"],"type":"string"}}},"title":"Describe a formula","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_describe_formula","displayName":"Describe a formula"},{"name":"canon_compute","description":"Run one formula from the registry on validated inputs. Returns outputs, the convention used, citations, and a receipt whose id is sha256 over formula, version, canonical inputs and outputs. Invalid inputs return an explicit problem list and a working example instead of nulls.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["formula","inputs"],"properties":{"inputs":{"type":"object","propertyNames":{"type":"string"},"additionalProperties":{}},"formula":{"enum":["options.bsm.price","options.bsm.greeks","options.implied_vol","options.put_call_parity","options.vertical_spread","options.kelly","options.expected_move","bonds.price","bonds.ytm","bonds.risk","hf.sharpe","hf.sortino","hf.max_drawdown","hf.fee_net","quant.annualize","quant.var_parametric","pe.irr","pe.multiples","vc.round","ma.accretion_dilution","ma.lbo_returns","credit.all_in_yield","credit.coverage","cal.is_trading_day","cal.holidays","cal.trading_days_between","cal.add_trading_days","cal.settlement","cal.next_expiration","cal.year_fraction"],"type":"string"}}},"title":"Compute with a receipt","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_compute","displayName":"Compute with a receipt"},{"name":"canon_verify","description":"Recompute a receipt from its inputs and confirm its id and outputs. Use it to check a number another agent or document claims came from this service.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["receipt"],"properties":{"receipt":{"type":"object","propertyNames":{"type":"string"},"additionalProperties":{}}}},"title":"Verify a receipt","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_verify","displayName":"Verify a receipt"},{"name":"canon_batch","description":"Run up to 50 computes in one call, for scenario grids and sensitivity tables. Each item returns its own receipt; the batch receipt id is sha256 over the sorted item receipt ids, so a whole table can be cited by one hash.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["items"],"properties":{"items":{"type":"array","items":{"type":"object","required":["formula","inputs"],"properties":{"inputs":{"type":"object","propertyNames":{"type":"string"},"additionalProperties":{}},"formula":{"enum":["options.bsm.price","options.bsm.greeks","options.implied_vol","options.put_call_parity","options.vertical_spread","options.kelly","options.expected_move","bonds.price","bonds.ytm","bonds.risk","hf.sharpe","hf.sortino","hf.max_drawdown","hf.fee_net","quant.annualize","quant.var_parametric","pe.irr","pe.multiples","vc.round","ma.accretion_dilution","ma.lbo_returns","credit.all_in_yield","credit.coverage","cal.is_trading_day","cal.holidays","cal.trading_days_between","cal.add_trading_days","cal.settlement","cal.next_expiration","cal.year_fraction"],"type":"string"}}},"maxItems":50,"minItems":1}}},"title":"Compute many formulas at once","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_batch","displayName":"Compute many formulas at once"},{"name":"canon_entity","description":"Map a ticker (AAPL, BRK.B), a CIK, or a company name to one issuer id with every ticker and exchange, plus EDGAR filing locations. Use before joining prices, filings and news so identifiers line up; source is the SEC public ticker file.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["q"],"properties":{"q":{"type":"string","maxLength":200,"minLength":1},"limit":{"type":"integer","maximum":50,"minimum":1}}},"title":"Resolve a US issuer","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_entity","displayName":"Resolve a US issuer"},{"name":"canon_thresholds","description":"Reference table of the regulatory figures agents get wrong: 13F, 13D and 13G, Form 4, Form PF tiers, adviser registration, 3(c)(1) and 3(c)(7), accredited investor, qualified client, Form D, CFTC 4.13(a)(3), ERISA 25 percent, AIFMD, HSR, Reg T. Each row carries the rule, authority, effective date, primary source and a confidence label. Filter by words or authority.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","properties":{"q":{"type":"string","maxLength":200},"authority":{"type":"string","maxLength":40}}},"title":"Regulatory thresholds","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_thresholds","displayName":"Regulatory thresholds"},{"name":"canon_contract","description":"Fetch one Kalshi (ticker) or Polymarket (slug or condition id) contract and return rules text, close time, resolution source and status in one shape. For a paid cross-venue identity check with a snapshot receipt, call GET /v1/contracts/compare over REST.","inputSchema":{"type":"object","$schema":"http://json-schema.org/draft-07/schema#","required":["venue","id"],"properties":{"id":{"type":"string","maxLength":200,"minLength":1},"venue":{"enum":["kalshi","polymarket"],"type":"string"}}},"title":"Prediction-market contract, normalised","annotations":{"readOnlyHint":true,"untrustedContentHint":true},"logicalName":"canon_contract","displayName":"Prediction-market contract, normalised"},{"name":"canon_cite","description":"Ready-to-paste citation strings (markdown, plain, apa, bibtex) for one entry, with the reviewed date. 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