📐
Quant Finance Market Data ● Live

Optimal Execution Implementation Shortfall Analyzer

790 views 96 installs

Deconstructs execution price decay curves from the arrival moment to evaluate the performance efficiency of trading desks.

👤 Head of Systematic Trading
📡 Order arrival timestamps Execution prints
✓ Open source ⚡ MCP 1.x compatible 🔌 Market Data

Connect in 30 seconds

Paste into Claude Desktop or any MCP client config file:

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}
SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation. Claude will open your config file and add the server.

I want to install the ClaudeFinLab MCP server for "Optimal Execution Implementation Shortfall Analyzer".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible AI client.

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MCP Server

M

Market Data

18 tools

Tool function

execution_tca

SSE endpoint

https://claudefinancelab.com/market/sse

Suggest an Improvement

Found a bug or have an idea?