QuantApe Markets
Measured conclusion: Deep-tested. L2 outcome: tools_ok.
Stock screens; per-stock earnings, guidance, signal and sector insights; rotation and market mood.
| Author | com.quantape |
|---|---|
| Access | remote |
| Publisher key required | No |
| Measured state | Deep-tested |
| L1 liveness | alive |
| L1 latency | 407 ms |
| Last measured | 2026-10-24 |
Add to your agent
Copy this into your MCP client config:
{
"mcpServers": {
"QuantApe Markets": {
"url": "https://mcp.quantape.com/mcp",
"transport": "streamable-http"
}
}
}
Measured tools (12)
list_smart_listsread-onlyBrowse stock screens by category — momentum, technical signals, fundamentals, earnings events, social sentiment, themes, curated baskets, investment theses — with display names, descriptions, member counts, and the per-tool pricing/allowance for the metered tools below. Always free. Start here to find a screen id.
Parameters:
category_id— string — Restrict the catalog to one category id (e.g. momentum, technical, events, thematic); omit for every category.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_list_criteriaread-onlyMetadata for one stock screen (smart list): display name, short description, icon, category ids and parent screen. Always free.
Parameters:
list_id(required) — string — Screen id from list_smart_lists (e.g. day_gainers, todays_earnings).
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_smart_listread-onlySymbols currently in a stock screen — e.g. today's earnings, golden-cross buy signals, AI beneficiaries (paged, max 200 per call). Descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.01 per call via x402 (USDC).
Parameters:
list_id(required) — string — Screen id from list_smart_lists (e.g. day_gainers, golden_cross, ai_beneficiaries).limit— integer — Symbols per page, 1-200 (default 200).offset— integer — Zero-based offset into the screen for paging.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_smart_list_metricsread-onlyQuantApe's own per-symbol analytics for a stock screen — last earnings reaction and the drift since it, next earnings date with how much of that report is already priced in (expectations score) and the options-implied move, and recent technical signals (paged, max 200 per call). It returns no live quotes, market cap or valuation ratios; use a quote API for those. Descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.05 per call via x402 (USDC).
Parameters:
list_id(required) — string — Screen id from list_smart_lists (e.g. day_gainers, golden_cross, ai_beneficiaries).limit— integer — Symbols per page, 1-200 (default 200).offset— integer — Zero-based offset into the screen for paging.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_my_watchlistread-onlyThe same per-symbol analytics as get_smart_list_metrics (earnings reaction and drift, expectations score, implied move, technical signals), plus the latest headlines, for your own watchlist — the tool behind "What's going on with my watchlist today?". Requires your session token (Authorization: Bearer). Descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.05 per call via x402 (USDC).
Parameters:
limit— integer — Watchlist symbols per page, 1-100 (default 50).offset— integer — Zero-based offset into the watchlist for paging.news_days— integer — How many days of headlines to attach per symbol, 1-7 (default 2).
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_market_overviewread-onlyToday's market conditions: the daily overview narrative, the fear & greed index and per-sector scores, sector rotation and market-cycle phase, and categorized market news. Pick sections to keep the answer small. Pairs with get_my_watchlist for "how is my watchlist doing against the market?". Descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.02 per call via x402 (USDC).
Parameters:
sections— array — Which sections to return; omit for all five. Pick fewer to keep the answer small.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_stock_insightsread-onlyEverything QuantApe derives about ONE stock that a quote API can't tell you — the tool behind "what do you know about NVDA?": last earnings reaction and the drift since, how much of the next report is already priced in (expectations score) and the options-implied move, what the latest earnings call said about guidance, recent technical signals, why it moved today if it was a notable mover, its sector's fear & greed score and rotation quadrant, and which stock screens hold it with how those screens are doing. Each section carries its own as_of. It returns no live quotes, market cap or valuation ratios; use a quote API for those. Pick sections to keep the answer small; inside_sentiment (how the business reads from the inside) is opt-in. Descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.10 per call via x402 (USDC).
Parameters:
symbol(required) — string — Ticker symbol, e.g. NVDA or BRK-B.sections— array — Which sections to return; omit for the default set (earnings, guidance, signals, movers, sector, screens). Add inside_sentiment explicitly.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
get_smart_list_changesread-onlyWhich symbols entered or left a stock screen since its last recorded baseline (which can span several rebuilds) — e.g. new golden crosses, or names that dropped out of the momentum leaders. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.02 per call via x402 (USDC).
Parameters:
list_id(required) — string — Screen id from list_smart_lists whose additions and removals you want.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
find_symbol_listsread-onlyEvery stock screen a given ticker is currently in — its momentum, technical-signal, earnings, theme and thesis memberships, in one call. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.01 per call via x402 (USDC).
Parameters:
symbol(required) — string — Ticker symbol, e.g. NVDA or BRK-B.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
graph_neighborsread-onlyThe stocks that move most with a given ticker, ranked by strength, each with its cluster (a stable id and a label naming its biggest members) — peers, co-movers and offsetting names. Residual correlation is how much two stocks move together after the market and sector effects are removed from each, so it shows peers and true co-movement rather than shared market beta. type=lead_lag instead lists directed lagged relationships (one stock's move followed by another's a few sessions later; direction is from the symbol's point of view), which are weak and largely noise out of sample. Share classes are one company (GOOG is answered as GOOGL). Everything returned is descriptive statistics of past returns, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.01 per call via x402 (USDC).
Parameters:
symbol(required) — string — Ticker symbol, e.g. RGTI or BRK-B.k— integer — Neighbours to return, 1-50 (default 20).type— string — resid_corr (default): same-day residual correlation. lead_lag: directed lagged correlation.regime— string — all (default) | highvol | lowvol: volatility regime the correlation was measured in (VIX above / below its trailing median).window— integer — Sessions behind resid_corr: 250 (default) or 60. Leave unset for lead_lag.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
portfolio_analyzeread-onlyA diversification read on a list of holdings: how concentrated they are across clusters of co-moving stocks (shares, Herfindahl index), the portfolio's residual volatility, which names most and least move with the portfolio as a whole, and which clusters are least correlated to it — per volatility regime (high-vol is the conservative one, since correlations rise when volatility does). Residual correlation is how much two stocks move together after the market and sector effects are removed from each, so it shows peers and true co-movement rather than shared market beta. `diversifiers` are the names with the lowest correlation to the portfolio, not recommendations to buy them. hedge=true marks TLT, GLD and UUP, market ballast rather than residual offsets. Holdings are tickers (equal weight) or {symbol, weight} objects; share classes collapse to one company; tickers outside the graph universe are listed under unknown. Everything returned is descriptive statistics of past returns, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.05 per call via x402 (USDC).
Parameters:
holdings(required) — array — 1-200 tickers (equal weight) or {symbol, weight} objects (weights positive, given for all holdings or none), e.g. ["NVDA","XOM"].top— integer — Diversifiers to list per regime, 1-50 (default 10).regimes— array — Regimes to analyse; default ["all","highvol"].
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
cluster_contextread-onlyWhat happened recently to a ticker's peers: the cluster's move over the last 5 or 20 days (raw, market and residual), plus the news, earnings reactions, earnings-call guidance, price-mover explanations and themes that name its members. Give a symbol (its cluster; share classes are one company) or a cluster_id from graph_neighbors. Mega-caps and other names without a tight cluster get their closest residual-correlation peers instead (peers.kind = 'neighbors'). Peers are the ticker's residual-correlation cluster: stocks that move together once the market is removed. move is the cluster's equal-weight average in percent over the last 5 or 20 sessions: raw_* is the plain price move, market_* is SPY's, and residual_* is the move left after removing the market (the cluster-specific part); move.members has each member's own figures. Every news, earnings, transcript, mover and theme item cites a member symbol and a date. The optional digest (include_digest) is an LLM summary constrained to the cluster's members, each bullet citing members and a date; it may add latency, not cost. With mode 'peers' (symbol input only) the peers are instead the stocks whose residual moves track the ticker most closely (positive residual correlation over the past year, listed in peers.corr, with the ticker's leaf cluster as peers.theme): move is then the peers-only mean, move.symbol the ticker's own move and move.divergence_5d / _20d the ticker minus its peers, in percentage points. All of it is descriptive, not a recommendation. Free within your daily allowance (anonymous 5/day by IP, signed-in users 10/day, power users 50/day); beyond that $0.03 per call via x402 (USDC), with or without the digest.
Parameters:
days— number — Look-back window in days: 5 (default) or 20.mode— string — Symbol input only. 'cluster' (default): the ticker's residual-correlation cluster. 'peers': the ticker plus the stocks whose residual moves track it most closely (with peers.corr), the peers' mean move, the ticker's own move and its divergence from them.symbol— string — Ticker symbol, e.g. RGTI. Give this or cluster_id, not both.cluster_id— integer — Cluster id from graph_neighbors. Give this or symbol, not both.include_digest— boolean — Also attach the LLM digest (default false). Slower; a failed digest comes back as digest: null with digest_status, never as an error.
Hints: read-only yes · destructive not declared · idempotent not declared · open-world not declared
Measured by MCPYP probing. Untested fields are omitted, never estimated. Listing is always free; MCPYP never proxies calls or stores user tokens.