QuantJourney Research Agent Fabric

Machine-payable, evidence-backed financial research for agents. 35 deterministic MCP-backed bounded queries are catalogued. Generic A2A task delegation is disabled; use the query routes declared in OpenAPI.

Skills

• Company Snapshot Lite
  Return a free, bounded factual ticker snapshot with price, selected metrics, freshness and explicit coverage gaps.
  equitysnapshotpricemetrics
• Earnings Preview
  Prepare an evidence-backed earnings preview with consensus, revisions, dispersion, historical surprises, valuation context and explicit review questions.
  earningsestimatesrevisionsvaluation
• Earnings Recap
  Reconcile the latest reported earnings with consensus, estimate changes, adjusted-close reactions, SPY-adjusted CAR and explicit thesis-review questions.
  earningsrecapsurpriseevent-study
• Congress and Government Signals
  Combine congressional disclosures and government-contract evidence with disclosure-lag warnings.
  congressgovernmentcontractspolicy
• SEC Company Identity
  Resolve a ticker or company name to official SEC identity and exchange fields.
  secidentitycikpublic-data
• SEC Latest Filing
  Return the latest official SEC submission for a ticker and bounded form type.
  secfilingedgarpublic-data
• SEC Company Facts Compact
  Project selected current SEC XBRL facts into a small evidence envelope.
  secxbrlfundamentalspublic-data
• GLEIF Entity Lookup
  Resolve an entity name or exact LEI against the official GLEIF index.
  gleifleientitypublic-data
• Treasury Yield Curve Latest
  Return one latest bounded U.S. Treasury par-yield curve observation.
  treasuryratesyield-curvepublic-data
• Overnight Rates Latest
  Return the latest bounded SOFR, EFFR and related official reference-rate observations.
  ny-fedsofreffrratespublic-data
• SEC Filing Delta
  Compare selected SEC XBRL facts between the latest two filings of one form type.
  secfilingxbrldeltapublic-data
• Government Demand Packet
  Combine bounded award rollups and materialized contract signals for one ticker.
  governmentcontractsusaspendevidence
• Security Price History
  Return bounded normalized daily adjusted-close history for one public-equity ticker, with dates, currency, source and freshness. It is not a live quote.
  equitypriceshistory
• Security Screen
  Screen U.S. public companies or a named U.S. index using a small allowlist of precomputed financial metrics. ETFs and funds are excluded; arbitrary SQL is never accepted.
  equityscreenmetrics
• SEC Insider Filing Activity
  Return recent official SEC Form 4 filing metadata for one issuer. This version reports filing activity and accessions only; it does not claim parsed purchases, sales or ownership changes.
  secform-4insiderspublic-data
• Short Interest State
  Return bounded official FINRA consolidated short-interest observations and optional Nasdaq Trader Reg SHO threshold-list membership. Semi-monthly short interest is not daily short volume.
  finrashort-interestreg-shopublic-data
• Security Technical State
  Return latest precomputed technical indicators from an explicit indicator-family allowlist. Use for structured technical state, not a trading signal or live quote.
  equitytechnicalssignals
• Market Regime Context
  Return the latest compact market-risk context computed by QJ Analytics from governed Warehouse inputs. It is descriptive evidence, not a forecast or allocation instruction.
  marketregimeriskmacro
• Stateless Trade Risk Simulation
  Estimate before, after and delta portfolio volatility, effective number of bets and fractional risk contribution for one bounded hypothetical long-only trade. No order or portfolio state is created.
  portfolioriskwhat-ifstateless
• Portfolio Normalize
  Resolve up to 25 unique long-only tickers and return normalized weights, identity coverage and concentration without creating a stored portfolio.
  portfoliostatelessidentityweights
• Portfolio Exposure
  Return compact sector, country, asset-class and supplied-currency exposure for an inline portfolio.
  portfoliostatelesssectorcountrycurrency
• Portfolio Volatility
  Estimate bounded annualized volatility from authorized aligned daily prices or returns.
  portfoliostatelessvolatilityrisk
• Portfolio VaR and CVaR
  Calculate bounded portfolio VaR and CVaR from authorized aligned daily prices or returns.
  portfoliostatelessvarcvarrisk
• Portfolio Drawdown
  Calculate bounded portfolio and position drawdowns from authorized aligned daily prices or returns.
  portfoliostatelessdrawdownrisk
• Portfolio Benchmark Risk
  Estimate portfolio beta, correlation and regression evidence versus one benchmark.
  portfoliostatelessbenchmarkbetacorrelation
• Portfolio Factor Exposure
  Estimate bounded CAPM, Fama-French 3 or Fama-French 5 factor exposure.
  portfoliostatelessfactorsrisk
• Portfolio Liquidity
  Estimate compact position liquidity using observed price-volume history.
  portfoliostatelessliquidityvolumerisk
• Portfolio Events
  Return bounded upcoming-event exposure and event-risk summaries.
  portfoliostatelesseventscatalystsrisk
• Portfolio Signals
  Return compact precomputed technical, congressional and government-contract signals for the largest supplied positions.
  portfoliostatelesssignalstechnicalsgovernment
• Portfolio Scenario
  Run one named or bounded custom QJ Risk scenario over an inline portfolio.
  portfoliostatelessscenariostressrisk
• Portfolio Position Risk
  Return compact per-position volatility, beta, correlation and drawdown evidence.
  portfoliostatelesspositionsbetadrawdownrisk
• Portfolio Performance
  Calculate whole-portfolio hypothetical constant-weight performance, Sharpe, Sortino and Calmar. Not account TWR/MWR.
  portfoliostatelessperformanceresearch
• Portfolio Correlations
  Calculate the full Pearson or Spearman matrix of aligned daily asset returns; constant-series correlations are null.
  portfoliostatelesscorrelationsresearch
• Portfolio Optimization
  Calculate stateless long-only fully-invested weights using min_variance, risk_parity or max_sharpe. Research only, no orders or persistence.
  portfoliostatelessoptimizationresearch
• Portfolio Simulation
  Simulate a constant-weight portfolio with calibrated lognormal GBM or IID historical bootstrap. Seeded, bounded, not a forecast.
  portfoliostatelesssimulationresearch

How to call

https://agents.quantjourney.cloud

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