QuantWright

com.quantwright/agent-apiVersion 1.0.0

Backtests with costs, a held-out test that counts once, a score that counts every version tried.

Status

Responds252 msNov 14, 2026, 14:11 UTCAnswered our handshake without sign-in.

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Last checked: Nov 14, 2026, 14:11 UTC
Latency: 252 ms
Remotes responding: 1 of 1
Sign-in: API key
Hosting: Hosted outside the EU (detected)
Registry data as of: Nov 14, 2026, 21:12 UTC

Data from the official MCP Registry, checked by run.zero. How we check

Connect

Streamable HTTP

https://quantwright.com/api/mcpResponds252 msNov 14, 2026, 14:11 UTC

No sign-in

Claude Code

claude mcp add --transport http agent-api https://quantwright.com/api/mcp --header 'Authorization: Bearer <YOUR_TOKEN>'

Replace <YOUR_TOKEN> before running.

Claude Desktop and claude.ai

Settings > Connectors > Add custom connector
Name: agent-api
Remote MCP server URL: https://quantwright.com/api/mcp
This server expects the header Authorization.

Cursor

{
  "mcpServers": {
    "agent-api": {
      "url": "https://quantwright.com/api/mcp",
      "headers": {
        "Authorization": "Bearer <YOUR_TOKEN>"
      }
    }
  }
}

Replace <YOUR_TOKEN> before running.

VS Code

code --add-mcp '{"name":"agent-api","type":"http","url":"https://quantwright.com/api/mcp","headers":{"Authorization":"Bearer <YOUR_TOKEN>"}}'

Replace <YOUR_TOKEN> before running.

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Tools

6 tools

Tools of QuantWright
	Description		Read-only	Idempotent	Open world
`compare_trades`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. Takes a run (run_id) and the trades, each {side, entry, exit?}; answers in words, never prices. It re-runs the run's code, so it counts as a run on the run's symbol.	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. Takes a run (run_id) and the trades, each {side, entry, exit?}; answers in words, never prices. It re-runs the run's code, so it counts as a run on the run's symbol.	No	No	No	No
`create_study`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 study on a market, before any run on it.	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 study on a market, before any run on it.	No	No	No	No
`describe_data`Start here to backtest a trading idea. This server holds the price history (US stocks and ETFs, FX, spot gold and silver, spot crypto; daily and intraday bars) and runs backtests on it. 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 code; then call create_study.	Start here to backtest a trading idea. This server holds the price history (US stocks and ETFs, FX, spot gold and silver, spot crypto; daily and intraday bars) and runs backtests on it. 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 code; then call create_study.	Not declared	Yes	Not declared	No
`get_result`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).	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).	Not declared	Yes	Not declared	No
`run_backtest`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. Returns summary figures (return, drawdown, Sharpe, win rate, trades, a grade, whether it beat buy-and-hold) and the run's trades (when each entered and left, which exit ended it, its side, win or loss), never prices or bars; a figure may be withheld, with the reason. Waits up to 90 s, then answers status "running" with a run_id for get_result.	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. Returns summary figures (return, drawdown, Sharpe, win rate, trades, a grade, whether it beat buy-and-hold) and the run's trades (when each entered and left, which exit ended it, its side, win or loss), never prices or bars; a figure may be withheld, with the reason. Waits up to 90 s, then answers status "running" with a run_id for get_result.	No	No	No	No
`run_held_out_test`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_estimate`.	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_estimate`.	No	No	No	No

Details

Registry status: Active
Published: Oct 29, 2026
Updated: Oct 29, 2026
Website: https://quantwright.com/docs/agent-api⁠ (opens in a new tab)
Repository: Not given
Categories: Uncategorized
GDPR: Not declared

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