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: 2026-04-06 · 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)