HPSILab MCP

The hpsilab-mcp-server delivers a sophisticated suite of 8 quantitative finance tools designed for in-depth US equity options analysis. Key features include: • Real-time implied volatility (IV) radar • Monte Carlo price simulation over 30 days • Comprehensive options pressure maps • Equity curve backtesting and performance metrics • Advanced prediction signals for directional moves This server offers granular insights into market dynamics, enabling users to evaluate option pricing, identify significant market positioning, and forecast potential price movements. Tools range from aggregating various signals into a single bullish/bearish verdict with a confidence score, to providing detailed breakdowns of implied volatility metrics like IV rank and risk reversal direction. Further capabilities include generating probabilistic price ranges through Monte Carlo simulations and assessing the efficacy of standard quantitative strategies via backtested equity curves. Users can also access tools to identify critical options market data such as max pain prices, gamma walls, and expected move ranges, along with actionable squeeze targets. Ideal for quantitative traders, financial researchers, and institutional investors seeking to enhance their stock through rigorous, data-driven analysis. The server supports the generation of structured research reports synthesizing all available signals, perfect for investor communication or internal strategy development.