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Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.
Do not connect
A critical issue was found. Do not connect this server as-is.
Scanned 27 days ago Due for re-check
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This grade is deterministic and reproducible: the same server surface always yields the same grade under a given algorithm version. It is a real automated assessment computed by the MCPGrade engine from what the probe actually observed — not a fabricated or opinion score. It is not a manual human pentest, so it can miss context-specific risks.
Every signal below was measured directly by the automated probe. The grade is derived only from evidence like this — nothing is assumed.
The kwant MCP server exposes 16 tools, focused primarily on network and developer capabilities. Its published description reads: "Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks". It communicates over Streamable HTTP using the 2025-06-18 protocol revision, and does not require authorization to connect. MCPGrade currently rates kwant F — a critical issue was found and the server should not be connected as-is. Its most notable findings include "Cross-tool shadowing" and "Cross-tool shadowing". This report is a deterministic, reproducible automated assessment: the same observed surface always yields the same grade under a given algorithm version, and it is refreshed as new scans arrive and free to read — but it is not a substitute for a manual human security review. Always re-check kwant's advertised tools, transport security, and authorization posture before connecting an autonomous agent or sharing sensitive context with it.
Add kwant to an MCP client using the endpoint below. Review the grade and findings above before granting an autonomous agent access.
MCP endpoint
https://kwant.sh/mcpStreamable HTTP transport. This is the MCP endpoint, not a website — paste it into your MCP client server list rather than a browser.
Captured passively during the read-only scan. Click any value to find servers that match it.
The tools this server advertises via tools/list — names, purposes, and the parameters each accepts, exactly as enumerated read-only.
Get historical OHLCV price bars for a ticker. US symbols are bare (AAPL, MSFT); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. interval is one of 1m,5m,15m,30m,1h,1d,1wk,1mo (default 1
Get the latest available quote for a ticker. US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds the quote fields (price,
Get fundamental data for a ticker (profile + key ratios). US symbols are bare (AAPL); TSX symbols use the Yahoo .TO form (RY.TO) or the TSX:RY form. Returns an envelope whose values holds available fu
Compute a technical indicator (RSI, MACD, SMA, EMA, BBANDS, ATR, ADX, STOCH) over a ticker's price history. Returns the warmup-aligned series plus the latest values and a one-line summary. Tune the wi
Sorted worst-first. Each finding shows its severity, what it means, its OWASP MCP Top-10 mapping, and a recommended fix — the check id links to the exact methodology row that produced it.
tool: compute_universe_scores
A tool description tries to alter the model’s use of another tool.
, bulk-fetches daily price history over range, computes a raw per-tickerRecommendationDescriptions must describe only their own tool.
tool: build_monthly_universe
A tool description tries to alter the model’s use of another tool.
e, bulk-fetches daily OHLCV over range, resamples each to monthly bars (RecommendationDescriptions must describe only their own tool.
tool: run_portfolio_backtest
A tool exposes a free-text/webhook/feedback parameter with no honest purpose — a classic exfil channel.
. Fetches daily history for every ticker over range, then runs a walk-fRecommendationRemove side-channel parameters; constrain tool inputs.
tool: run_portfolio_backtest
A tool description tries to alter the model’s use of another tool.
Backtest a rebalanced, multi-ticker, long-only quant porRecommendationDescriptions must describe only their own tool.
tool: (server instructions)
A tool exposes a free-text/webhook/feedback parameter with no honest purpose — a classic exfil channel.
. (2) A prepaid API key from https://kwant.sh — send it as `AuthorizatiRecommendationRemove side-channel parameters; constrain tool inputs.
The server accepts tool enumeration (and likely invocation) with no authentication.
RecommendationRequire OAuth 2.1 authorization for any server exposing non-public tools.
tool: compute_indicator
The server advertises open-world / broadly-scoped capabilities.
no annotations on write-capable tool "compute_indicator"RecommendationScope tools to the minimum needed.
tool: screen_with_scores
The server advertises open-world / broadly-scoped capabilities.
no annotations on write-capable tool "screen_with_scores"RecommendationScope tools to the minimum needed.
Vantaj uptime monitoring via MCP — manage monitors, heartbeats, incidents, and status pages.
Unified gateway to Algeria's TKAWEN ecosystem: commerce, certification, and AI tools.
Provides access to the Cohereon Doctrine AI safety framework with governance components, tiered access, and agent onboarding.
Agentic rails for complex workflows with receipts, fees, and MCP tool access.
Structural TC39 spec lookup for ECMA-262 and ECMA-402 in AI agents, SHA-pinned and offline-first.
Structural TC39 spec lookup for ECMA-262 and ECMA-402 in AI agents, SHA-pinned and offline-first.
Detect classic technical-analysis signals on a ticker's price history. Each requested signal is evaluated and reported as triggered/not-triggered with a date and human-readable detail under signal_sum
Compute quantitative statistics (volatility, sharpe, max_drawdown, returns, beta, correlation) over a ticker's daily price history. Omit `metrics` to default to volatility/sharpe/max_drawdown/returns.
Rank two or more tickers against each other by a single metric (total_return, volatility, sharpe, max_drawdown, last_price). Symbols that cannot be resolved (or lack enough history) are skipped and no
Screen a stock universe for tickers matching quantitative filters (logical AND). Fields: price, rsi, sma_50, sma_200, volatility, sharpe, max_drawdown, total_return, dollar_volume, garman_klass_vol. O
Backtest a simple long-only technical strategy on daily price history. Strategies: sma_cross (golden/death cross of SMA 50/200), rsi_reversion (enter RSI<30, exit RSI>70), macd_cross (MACD line vs sig
Rank a stock universe by a continuous cross-sectional signal score (rank 1 = highest z-score). Signals: jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality. Scores are relative to the sc
Score and rank a universe of tickers by a cross-sectional signal. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily price history over range, computes a
Rank a universe of tickers by monthly dollar volume with trailing returns. Resolves either a named universe (SP500, TSX) or an explicit tickers override, bulk-fetches daily OHLCV over range, resamples
Turn a {ticker: score} mapping into long-only portfolio weights. Selects names and assigns non-negative weights that sum to 1.0 using the chosen method: top_n_weighted (weight by clipped score), equal
Backtest a rebalanced, multi-ticker, long-only quant portfolio. Fetches daily history for every ticker over range, then runs a walk-forward simulation: at each period-end rebalance the chosen signal (
Compute portfolio-level statistics for a weighted basket of tickers. Given a {ticker: weight} mapping, fetches each ticker's daily history over range and returns the portfolio-level (not per-ticker) v
Compute the pairwise return-correlation matrix for a list of tickers. Fetches each ticker's daily history over range, converts it to daily returns, and computes the pairwise Pearson correlation (align