QuantToGo MCP — 宏观因子量化信号源

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A macro-factor quantitative signal source accessible via MCP (Model Context Protocol). 8 tools, 1 resource, zero config. AI Agents can self-register for a free trial, query live trading signals, and check subscription status — all within the conversation. All performance is forward-tracked from live signals — not backtested.

QuantToGo is not a trading platform, not an asset manager, not a copy-trading community. It is a quantitative signal source — like a weather forecast for financial markets. We publish systematic trading signals based on macroeconomic factors; you decide whether to act on them, in your own brokerage account.

📊 Live Strategy Performance

Strategy	Market	Factor	Total Return	Max Drawdown	Sharpe	Frequency
抄底信号灯（美股）	US	Sentiment: VIX panic reversal	+671.8%	-60.0%	1.5	Daily
CNH-CHAU	US	FX: CNH-CSI300 correlation	+659.6%	-43.5%	2.0	Weekly
平滑版3x纳指	US	Trend: TQQQ timing	+558.3%	-69.9%	1.4	Monthly
大小盘IF-IC轮动	China	Liquidity: large/small cap rotation	+446.2%	-22.0%	1.9	Daily
聪明钱沪深300择时	China	FX: CNY-index correlation	+385.8%	-29.9%	1.8	Daily
PCR散户反指	US	Sentiment: Put/Call Ratio	+247.9%	-24.8%	1.7	Daily
冷门股反指	China	Attention: low-volume value	+227.6%	-32.0%	1.5	Monthly
抄底信号灯（A股）	China	Sentiment: limit-down rebound	+81.8%	-9.1%	1.6	Daily

Last updated: 2026-07-13 · Auto-updated weekly via GitHub Actions · Verify in git history

All returns are cumulative since inception. Forward-tracked daily — every signal is timestamped at the moment it's published, immutable, including all losses and drawdowns. Git commit history provides an independent audit trail.

What is a Quantitative Signal Source?

Most quantitative services fall into three categories: self-build platforms (high technical barrier), asset management (you hand over your money), or copy-trading communities (unverifiable, opaque). A signal source is the fourth paradigm:

• A quant team runs strategy models and publishes trading signals
• You receive the signals and decide independently whether to act
• You execute in your own brokerage account — we never touch your funds
• All historical signals are forward-tracked with timestamps — fully auditable

Think of it as a weather forecast: it tells you there's an 80% chance of rain tomorrow. Whether you bring an umbrella is your decision.

How to evaluate any signal source — the QTGS Framework:

Dimension	Key Question
Forward Tracking Integrity	Are all signals timestamped and immutable, including losses?
Strategy Transparency	Can you explain in one sentence what the strategy profits from?
Custody Risk	Are user funds always under user control? Zero custody = zero run-away risk.
Factor Robustness	Is the alpha source a durable economic phenomenon, or data-mined coincidence?

Quick Start

Claude Desktop / Claude Code

{
  "mcpServers": {
    "quanttogo": {
      "command": "npx",
      "args": ["-y", "quanttogo-mcp"]
    }
  }
}

Cursor

Add to .cursor/mcp.json:

{
  "mcpServers": {
    "quanttogo": {
      "command": "npx",
      "args": ["-y", "quanttogo-mcp"]
    }
  }
}

Coze（扣子）/ Remote SSE

{
  "mcpServers": {
    "quanttogo": {
      "url": 

... [View full README on GitHub](https://github.com/QuantToGo/quanttogo-mcp#readme)