QuantContext
Stock screening, strategy backtesting, and Fama-French factor analysis for trading workflows.
Turns plain-English strategy descriptions into executable quantitative research. Screens stocks across S&P 500, Nasdaq 100, and Russell 2000 by fundamental, momentum, quality, and technical criteria. Backtests strategies with a rebalance-loop engine and decomposes returns using Fama-French four-factor analysis. All computations use real market data from Yahoo Finance and the Kenneth French Data Library.
Source
Repository: https://github.com/zomma-dev/quantcontext-mcp-server
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