finance MCP Server
Public documentation and metadata for the FinTurb Analytics MCP server — 26 tools for institutional-grade financial risk analytics (risk regimes, systemic fragility, media sentiment, global liquidity, statistical arbitrage).
Discovered via github-topic:model-context-protocol and last synced 3mo ago.
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One-liner
Daily and 10-day rolling turbulence percentiles with regime labels.
Full sentiment ranking across every tracked asset.
Overbought candidates ranked by composite opportunity score.
RAG assessment across 10 dimensions per major stablecoin.
Per-asset PC1/PC2 eigenvector loadings across 30/60/90-day windows.
Per-region liquidity readings (US, Eurozone, China, Japan, UK).
Dashboard-grade snapshot with 4-way liquidity gate.
2×2×2 conditional returns table across three signal dimensions for a given asset.
Daily risk score, regime label, and duration for the last N days.
Historical bearish (Type A) and bullish (Type B) signal dates with outcomes.
Goldstein-scale global geopolitical tension indicator.
Universe-wide oversold/overbought counts plus top 5 each direction.
50 calls / 48 h
Guide
Per-asset tone, volume, and composite signal (27+ assets).
Oversold candidates ranked by composite opportunity score.
Annual returns for 20 asset classes (2018–present).
Composite risk score (0–100) with regime, decomposition, and 4-way liquidity-gated extension.
Markov transition matrices for daily and rolling turbulence states.
Only assets with
Full 16-field quantitative profile for any of 550+ tickers.
Quota
Historical return statistics by regime per core asset (5d / 21d horizons).
Unlimited
Three-tier fragility alert system (30d Watch / 60d Warning / 90d Crisis).
GLI (0–100) composite with PLI / PSI / XFI sub-indices and cycle phase.
One-call cross-pillar synthesis.
Unlimited
30-day fragility history tail — aggregate time series.
Monthly GLI + sub-indices time series with cycle phase per observation.
GPT-4o narrative commentary on transitions and daily asset moves.
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