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QuantContext is an MCP server that gives AI agents real quant computation for better trading: stock screening, strategy backtesting, and factor analysis.
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23
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fix: share universe cache between pre-scan and main backtest loop
3ca759eView on GitHubchore: bump version to 0.2.0, add strategy test reproducer
dfe36e4View on GitHubfeat: pre-scan fundamental screens to narrow price download
df43f5fView on GitHubfeat: bundle ticker lists and Fama-French factors as warm start
7540808View on GitHubfeat: bundle fundamentals seed, add parallel fetch fallback
b60dabaView on GitHubfeat: pass pre-fetched prices to avoid redundant cache reads
8c0baa3View on GitHubadd MCP Registry publishing, gitignore docs/, update CI to pytest
45496e8View on GitHub