From 34227926477172888aba6ab9bd0417f486df429c Mon Sep 17 00:00:00 2001 From: hbhqq9 Date: Fri, 14 Aug 2026 18:24:17 +0800 Subject: [PATCH] Add BDE Score quantitative stock analysis MCP server (#474) Co-authored-by: Wilson Freitas --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6546111..561e436 100644 --- a/README.md +++ b/README.md @@ -86,6 +86,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [optionlab](https://github.com/rgaveiga/optionlab) - `Python` - A Python library for evaluating option trading strategies. - [flashalpha](https://github.com/FlashAlpha-lab/flashalpha-python) - `Python` - Python client for the FlashAlpha options analytics API. - [QuantOracle](https://github.com/QuantOracledev/quantoracle) - `Python` - Free quant finance API with 63 deterministic endpoints + 15 free interactive calculators at [quantoracle.dev](https://quantoracle.dev). Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring with webhook alerts. 1,000 free calls/day, no API key. +- [BDE Score](https://github.com/hbhqq9/bde-score) - `Python` - Multi-factor quantitative stock analysis MCP server for US, HK, and CN A-share markets. Transparent 0-100 scoring from 40+ indicators. Listed on Official MCP Registry. - [implied-expectations](https://github.com/Keenan-ux/implied-expectations) - `Python` - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals. - [RQuantLib](https://github.com/eddelbuettel/rquantlib) - `R` - RQuantLib connects GNU R with QuantLib. - [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - `R` - Quantitative Financial Modelling Framework. [GitHub](https://github.com/joshuaulrich/quantmod)