HPSILab Quant Finance MCP Server
Stock analysis and options analytics for AI agents
Connect HPSILab to Claude, Cursor, ChatGPT workflows, or your own agent. Get prediction probability, Monte Carlo range, IV regime, options pressure, and backtest context in one structured call.
Start with the NVDA demo, then connect the MCP server when you are ready to test it inside your own agent.
Options volatility
Today's IV Regime Rankings
Updated daily
IV regimes help separate price momentum from market-implied risk before reading any AI signal.
Final layer
Today's AI Signals
Updated daily
Percent is the model's estimated next-session up probability: 55%+ Bullish, 45% or lower Bearish, otherwise Neutral.
One quant finance engine, multiple decision lenses.
Generic feeds tell an AI agent what happened. HPSILab gives it probability, options structure, simulation range, and model evidence so the answer is easier to verify.
Stock analysis
Next-day probability, bullish and bearish factors, recent model behavior, and agent-readable research notes.
FreeOptions analytics
IV regime, max pain, gamma wall, option pressure, squeeze zones, and event-aware risk context.
FreeMonte Carlo range
10,000-run price distributions that help agents reason about upside, drawdown, and tail risk.
FreePre-trade risk scan
Position-level risk checks before an agent acts on a signal: volatility exposure, correlation, and sizing guidance.
ProStock analysis library
Ticker-by-ticker research pages: technicals, fundamentals, sentiment, and AI signal in one indexable view.
FreeOption pressure
Call/put flow, volume, and open-interest pressure by ticker — where dealer positioning is concentrated.
FreeAI stock prediction
Next-session direction, probability, and model confidence by ticker — indexable, ticker-specific pages.
FreeOptions data coverage by market
Options-derived signals (IV, gamma, flow) depend on whether the exchange lists individual-stock options. Price and momentum tools are available everywhere HPSILab supports a ticker, and prices are shown in each market's local currency based on the ticker suffix.
| Market | Ticker suffix | Currency | Options data | Notes |
|---|---|---|---|---|
| United States | — | USD · $ | Full coverage | Options chains, implied volatility, and flow analysis. |
| Japan (JPX) | .T | JPY · JP¥ | Available | Individual-stock options exist; liquidity varies by name. |
| Hong Kong (HKEX) | .HK | HKD · HK$ | Available | Individual-stock options exist; liquidity varies by name. |
| China A-shares | .SS / .SZ | CNY · CN¥ | Not available | Price/momentum analysis only — no listed single-stock options market exists for A-shares. |
| Singapore (SGX) | .SI | SGD · S$ | Not available | Price/momentum analysis only — SGX lists structured warrants and single-stock futures instead of stock options. |
Built for stock research agents, not raw data dumps.
From vague market questions to structured answers.
Connect once
Add the HPSILab MCP endpoint to Claude, Cursor, ChatGPT tooling, or your internal research agent.
Ask a market question
The agent requests structured quant context instead of guessing from headlines and price charts.
Return defensible context
HPSILab responds with probability, options analytics, simulation range, and risk language the agent can cite.
Built for research, not blind trading.
Informational use only
HPSILab returns research context for agents and analysts, not buy/sell instructions.
Structured outputs
Responses are JSON-ready for agent workflows, dashboards, alerts, and review logs.
Review before action
Agents can draft watchlists and research reports, while humans remain in the loop.
Give your AI agent a market research layer.
Use MCP for agents and REST for your own backend, scripts, dashboards, and alert pipelines. Developer unlocks API keys, higher limits, and production integration support.
