Recursive epistemic market microstructure analysis is now available as an MCP server your AI agent can call directly. This server exposes 8 tools that apply advanced mathematical finance models—Soros reflexivity fixed-point iteration, Harsanyi type space belief hierarchies, minority game spin glass phase transitions, rough volatility, entropic optimal transport, regression discontinuity for regulatory impact, and the Kyle continuous insider trading model—each calibrated from 16 live public data sources spanning SEC filings, FDIC bank records, congressional stock trades, FRED macro indicators, and exchange rate history. Connect once via the MCP protocol and your AI agent gains structured, quantitative market microstructure intelligence without managing data pipelines, API integrations, or financial math implementations. Every tool is pay-per-call with no subscription required, offering a cost-effective alternative to expensive commercial terminals or extensive custom development.
주요 기능
01Harsanyi type space construction for belief hierarchies
02Rough volatility estimation via Hurst exponent and rough Bergomi
03Kyle (1985) model for continuous insider trading analysis
04Integration with 16 live public data sources
050 GitHub stars
06Soros reflexivity fixed-point iteration for market dynamics
