HPSILab MCP - Options intelligence for AI agents — IV, Monte Carlo & more

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8-tool MCP server for US equity options intelligence: real-time IV radar, Monte Carlo price simulation, options pressure maps, equity curve backtesting, and quantum ML prediction signals for AI-driven trading research.

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Hey Product Hunt 👋 I'm Haiyun, the solo founder behind HPSILab. The idea started simply: I was trading options and couldn't tell if the price I was seeing was fair. That led me to Black-Scholes, then IV surface modeling, then Monte Carlo simulation — and eventually to the question of why none of this was accessible outside a Bloomberg terminal. The MCP angle came later. When I saw MCP emerging as the integration standard for AI agents, it clicked: options analytics shouldn't live in a dashboard. It should be callable — by your AI agent, in your coding environment, mid-conversation. So I built it. 8 tools, one remote endpoint, live in production: IV Radar — vol rank, percentile, risk reversal, regime Options Pressure — max pain, gamma wall, expected move Monte Carlo — 10,000-path simulation over 30 days AI Prediction — ensemble signal (GBM + LSTM + quantum VQC) Equity Curves — backtested Sharpe, Sortino, drawdown Full Report — structured markdown research note Try it free at hpsilab.com, or connect via MCP at . Happy to answer any questions — about the product, the quantum ML layer, or the math behind any of it.