Le catalogue réel des outils pour IA

Local-first memory and knowledge graph for coding agents. Compact retrieval, no network.

HPSILab Quant finance MCP for US stocks, ETFs, options, Monte Carlo, backtesting, and risk analysis.

Free, no key: NFL prop board, Kalshi vs Polymarket gaps, 15-min crypto, Fed odds, NHL, EV/Kelly.

Risk-first pre-trade checks, PIT data, leakage audits, and a Shadow Tournament vs a live champion.

The Brain Layer for AI Trading Agents — quant calls + cross-venue arb across perp venues via MCP.

Backtest plain-English trading strategies on real market data: graded results, honesty flags.

China A-Share quantitative data: 5000+ stocks, 13 factors, daily market & limit-up analysis.

Read-only discovery for a finite, offline-capable market briefing with explicit evidence boundaries.

Read-only discovery and bounded access to a finite market briefing with evidence boundaries.

Paper-backed quant trading methods and a deterministic, no-LLM decision helper for serious traders.

MT5 strategy development with 87 tools. Backtest, optimize, debug MQL5 EAs on macOS/Linux.

Native Windows MCP server for MetaTrader 5 backtesting, Market Watch, calendar data, and analytics.

MCP server for retrieving Japanese stock market data via J-Quants API v2

Crypto backtest statistics: the server owns the trial count, so it cannot be understated.

Stock analysis MCP: 38 indicators, 7 optimizers, 8 backtests, US + India sectors.

Read-only MCP access to presence: living project model and outcome telemetry.

Quant intelligence over MCP: backtest, signals, screens, scores & portfolios for US & TSX stocks.

Quant-research MCP — tradeable signals from public-company website stack changes. 7 tools.

Encrypted long-term memory shared across your AI assistants (Claude, ChatGPT, Perplexity).

Persistent semantic memory storage, associative recall, and recent memory index by namespace.