Summary
Quant signals as an answer, not a dashboard.
Two tools cover it: what the price is now, and what a named model says about the pair over a window. The testnet switch is the thing to get right first — production calls carry real payments, and the difference is one environment variable.
What it is
An MCP server for Vongstaad's quant models, giving an agent live prices and historical signals for FX and crypto pairs, published as @vongstaad/mcp-fx.
What you get
- The latest live price for a trading pair such as BTCUSD, ETHUSD or SOLUSD
- A historical quant signal for a pair, from a named model over a chosen window
- Seven models to choose between: sma crossover, latest qualified close price, BTC/ETH Pearson correlation, market regime detection, directional momentum, annualised realised volatility, and z-score mean reversion
- Windows of 7d, 30d or 90d, with regime and mean-reversion available on 30d and 90d
Requirements
Set VONGSTAAD_ENV to `testnet` for free testing; omitting it selects production, where calls involve real payments. Node, to run it via npx.
Setup effort
One command — npx @vongstaad/mcp-fx