HPSILab

Quant finance server offering stock, options, risk, and Monte Carlo tools for AI agents and developers

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Web appFinanceDeveloper toolsOther2 viewslaunched Oct 27, 2026

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Haiyun HuMaker

What additional market data or analytics would improve your AI agent's trade decisions?

About HPSILab

HPSILab provides a quant finance MCP server that delivers stock and options analytics, risk signals, Monte Carlo ranges, and volatility tools. It offers multiple quantitative tools and market data accessible through MCP and REST API for AI agents and developers.

Users can analyze stocks and ETFs by exploring prediction models, options pressure, simulation ranges, and pre-trade risk. The server supports global coverage including US, Japan, Hong Kong, China A-shares, and Singapore markets.

Developers can integrate the server into AI agents to receive structured JSON outputs including next-day close probabilities, option-chain pressure, and pre-trade risk scans. A free account allows watching up to three stocks with risk alert features and closing signal scans.

How it was built with Claude

I'm building HPSILab, an independent project focused on quantitative finance research and risk analysis for AI agents.

I use Claude Code to build and improve the platform, including its APIs, remote MCP server, OAuth 2.1 authentication, SDKs, and credit-based access.

HPSILab provides tools for stock analysis, options analytics, Monte Carlo simulations, and pre-trade risk checks.

I'm interested in sharing practical lessons from building an AI-ready financial data product, learning from other MCP developers, and exploring how AI agents can use quantitative research tools in real-world workflows.

Website: https://hpsilab.com/ MCP endpoint: https://hpsilab.com/mcp