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wraquant v1.0.0

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@pr1m8 pr1m8 released this 02 Apr 03:34
· 21 commits to main since this release
v1.0.0
7089ab9

wraquant v1.0.0

Major release introducing wraquant-mcp — an MCP server exposing wraquant's entire quantitative finance toolkit to AI agents.

wraquant-mcp

  • 218 hand-crafted tools across 22 module servers
  • 327 prompt templates (226 per-tool guides + 101 workflow prompts)
  • 357 tests, 0 failures
  • 100% tool guide coverage and error handling
  • Shared DuckDB state, workspace management, auto-versioned IDs
  • Composes with OpenBB, DuckDB MCP, Alpaca MCP

Module Servers

risk (15), vol (11), data (17), microstructure (16), viz (14), math (14), regimes (12), stats (11), ta (11), ts (10), backtest (10), execution (10), ml (9), price (9), opt (8), causal (7), bayes (7), econometrics (6), forex (6), experiment (5), fundamental (5), news (5)

Prompt Categories

System, analysis, risk, regime, portfolio, strategy, ML, pricing, reporting, execution, econometrics, forex, data, math, bayes + 226 per-tool guides

wraquant core

  • 25+ modules, 1,097 functions, 100K+ LOC
  • GARCH/EGARCH/GJR/FIGARCH, HMM regime detection, 265 TA indicators
  • Portfolio optimization (MVO, risk parity, BL, HRP)
  • Options pricing (BS, Heston, SABR, FBSDE)
  • Causal inference (DID, synthetic control, IV)
  • Bayesian inference (MCMC, model comparison)
  • Market microstructure (liquidity, toxicity, market quality)
  • Execution algorithms (TWAP, VWAP, Almgren-Chriss)
Assets 2
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