Optopsy MCP

What it does

Optopsy MCP is a professional-grade backtesting engine for options and stocks. It allows users to define complex trading strategies in plain English, which are then converted into Rhai scripts to run against historical Parquet data. It supports advanced market analysis, regime detection, and portfolio optimization.

Tools

• backtest: Executes a single backtest or performs parameter sweeps (Grid/Bayesian) over Rhai strategies.
• regime_detect: Identifies market regimes using volatility clustering and HMM.
• generate_hypotheses: Scans for statistically significant patterns with FDR correction.
• portfolio_optimize: Calculates optimal weights via risk parity or max Sharpe.
• drawdown_analysis: Tracks drawdown distributions and the Ulcer Index.
• cointegration_test: Performs Engle-Granger tests for statistical arbitrage.

Installation

Add the following to your claude_desktop_config.json (after building the project):

{
  "mcpServers": {
    "optopsy": {
      "command": "/path/to/optopsy-mcp",
      "args": []
    }
  }
}

Supported hosts

• Claude Desktop