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mcp-server-worldquantbrain

io.github.tukorama/mcp-server-worldquantbrain

Simulate and backtest alphas on WorldQuant BRAIN, browse data fields and operators. Unofficial.

Documentation

MCP server and LangGraph tools for WorldQuant BRAIN

PyPI CI License: MIT

mcp-server-worldquantbrain is a Model Context Protocol (MCP) server for the WorldQuant BRAIN API, with the same tools packaged for LangGraph and LangChain. It lets an agent look up data fields, backtest Fast Expression (FASTEXPR) alphas and read the results. Unofficial, and not affiliated with WorldQuant.

Why this exists

Driving BRAIN from an agent goes wrong in a few predictable ways, and each one shaped this package.

  • A simulation takes minutes and clients give up sooner. A wait that runs out returns PENDING with an id, and get_simulation_status picks it up again. Nothing is resubmitted.
  • Agents repeat themselves, and simulations are metered. A local ledger remembers every expression and settings pair, so a repeat returns the earlier alpha instead of spending quota.
  • BRAIN responses are huge. Tools return trimmed, typed results: a PnL series becomes yearly figures, lists are paged and capped, and messages lose their embedded images.
  • Logging in is awkward. The session is saved to disk, so restarts and short-lived stdio processes reuse it. If BRAIN asks for a biometric check you get a URL to open, not a headless browser you cannot see.
  • Submission is permanent. submit_alpha does not exist unless you turn it on, and when it is on it runs BRAIN's checks and the self-correlation test first and refuses on any failure.

Quick start

Store your login once. Credentials go to ~/.config/mcp-server-worldquantbrain/credentials.json, readable only by you.

uvx mcp-server-worldquantbrain auth

Then add the server to your client.

Claude Code

claude mcp add brain -- uvx mcp-server-worldquantbrain

Claude Desktop, Cursor, VS Code and others

{
  "mcpServers": {
    "brain": { "command": "uvx", "args": ["mcp-server-worldquantbrain"] }
  }
}

Now ask for something like "Find a value signal in the fundamental datasets for USA TOP3000 and backtest it."

Prefer to pass credentials directly? Add "env": {"WQB_EMAIL": "...", "WQB_PASSWORD": "..."}.

LangGraph and LangChain

The langgraph extra gives you plain LangChain tools in the same process, with no MCP server to run. It also has a prebuilt agent.

uv add "mcp-server-worldquantbrain[langgraph]"
from mcp_server_worldquantbrain.integrations.langgraph import create_brain_agent, get_brain_tools

agent = create_brain_agent("anthropic:claude-sonnet-5")
result = await agent.ainvoke({"messages": [("user", "Backtest rank(-returns) and summarize it")]})

# Or take the tools and build your own graph:
tools = get_brain_tools()

The tools work from sync and async graphs. With WQB_ALLOW_SUBMIT=true the agent stops for human approval before submit_alpha. Invoke it with a thread_id in the config, and resume with Command(resume=...). get_brain_tools() leaves submit_alpha out, because a custom graph has no approval step; pass include_submit=True once yours does.

To keep BRAIN in a separate process, connect over MCP instead. This route needs langchain[mcp], which LangChain still marks as beta.

from langchain.agents import create_agent
from langchain.mcp import MCPAdapter

config = {
    "mcpServers": {
        "brain": {
            "command": "uvx",
            "args": ["mcp-server-worldquantbrain"],
            "timeout": 1_200_000,  # milliseconds; simulations block
        }
    }
}

async with MCPAdapter(config) as adapter:
    agent = create_agent("anthropic:claude-sonnet-5", await adapter.list_tools())

The subprocess inherits only HOME, PATH and a few others, so anything else, including WQB_* variables, has to go in env. Over this route a submission confirmation arrives as a LangGraph interrupt, so give the agent a checkpointer if you enable submission. A deployable example is in examples/langgraph_app.

draw_mermaid(agent) from mcp_server_worldquantbrain.integrations.langgraph returns the graph as a Mermaid flowchart, for the prebuilt agent or a graph of your own. Tools are grouped by area and colored by what they can change. This is the prebuilt agent with WQB_ALLOW_SUBMIT=true:

---
config:
  flowchart:
    nodeSpacing: 24
    rankSpacing: 12
    padding: 8
---
flowchart TB
    subgraph agent["Agent graph"]
        direction LR
        n0([start])
        n1["model"]
        n2["tools"]
        n3{{"human approval<br/>before submit_alpha"}}:::approval
        n4([end])
        n3 -.-> n4
        n3 -.->|"rejected"| n1
        n3 -.->|"approved"| n2
        n0 --> n1
        n1 --> n3
        n2 -.-> n1
    end
    subgraph tools["Tools"]
        direction TB
        subgraph tools_row0[" "]
            direction LR
            subgraph tools_auth["Login"]
                direction LR
                tools_auth_read["auth_status"]:::read
                tools_auth_write["authenticate<br/>complete_authentication"]:::write
            end
            subgraph tools_simulations["Simulate"]
                direction LR
                tools_simulations_read["get_simulation_status<br/>get_simulation_options"]:::read
                tools_simulations_write["simulate_alpha<br/>simulate_alphas_batch"]:::write
            end
            subgraph tools_submit["Submit"]
                direction LR
                tools_submit_irreversible["submit_alpha"]:::irreversible
            end
            tools_auth ~~~ tools_simulations ~~~ tools_submit
        end
        subgraph tools_row1[" "]
            direction LR
            subgraph tools_alphas["Alphas"]
                direction LR
                tools_alphas_read["get_alpha<br/>list_alphas<br/>get_alpha_pnl<br/>list_alpha_recordsets<br/>get_alpha_recordset<br/>check_alpha_submission<br/>get_alpha_self_correlation<br/>get_alpha_prod_correlation"]:::read
                tools_alphas_write["update_alpha"]:::write
            end
            subgraph tools_data["Data"]
                direction LR
                tools_data_read["list_datasets<br/>get_dataset<br/>list_datafields<br/>get_datafield<br/>list_data_categories<br/>list_operators"]:::read
            end
            subgraph tools_users["Account"]
                direction LR
                tools_users_read["get_user_profile<br/>get_user_activity<br/>list_messages"]:::read
            end
            tools_alphas ~~~ tools_data ~~~ tools_users
        end
        tools_row0 ~~~ tools_row1
    end
    agent -- tool calls --> tools
    subgraph legend["Legend"]
        direction TB
        legend_read["read-only"]:::read
        legend_write["changes account state"]:::write
        legend_irreversible["irreversible"]:::irreversible
    end
    brain["BRAIN API"]:::external
    tools -- HTTPS --> brain
    tools ~~~ legend
    classDef default fill:#64748b,fill-opacity:0.06,stroke:#64748b
    classDef read fill:#64748b,fill-opacity:0.14,stroke:#64748b
    classDef write fill:#d97706,fill-opacity:0.16,stroke:#d97706
    classDef irreversible,approval fill:#dc2626,fill-opacity:0.16,stroke:#dc2626,stroke-width:2px
    classDef external fill-opacity:0,stroke-dasharray:5 4
    classDef box fill:#64748b,fill-opacity:0.05,stroke:#64748b,stroke-opacity:0.45
    classDef row fill:none,stroke:none
    class agent,tools,tools_auth,tools_simulations,tools_submit,tools_alphas,tools_data,tools_users,legend box
    class tools_row0,tools_row1 row

Tools

GroupToolNotes
Loginauthenticate, complete_authentication, auth_statusOther tools log in by themselves
Simulatesimulate_alphaBlocks up to 15 minutes by default; wait=False returns at once
simulate_alphas_batchUp to 30 expressions, in groups of 10; needs multi-simulation access
get_simulation_statusCheck or resume a simulation
get_simulation_optionsRegions, universes and delays your account can use
Alphasget_alpha, list_alphasFilter by Sharpe, fitness, turnover, date, tag and more
get_alpha_pnl, list_alpha_recordsets, get_alpha_recordsetPnL by year; other recordsets as rows
update_alphaName, description, tags, color, category
check_alpha_submissionBRAIN's pre-submission checks
get_alpha_self_correlation, get_alpha_prod_correlationProduction correlation depends on account tier
submit_alphaOff unless WQB_ALLOW_SUBMIT=true
Datalist_datasets, get_dataset, list_datafields, get_datafield
list_data_categories, list_operators
Accountget_user_profile, get_user_activity, list_messagesPersonal fields are withheld by default

Resources: brain://operators, brain://simulation-options, brain://alphas/{alpha_id}, and reference pages under brain://docs/ (fastexpr-cheatsheet, settings-guide, submission-criteria).

Prompts: design_alpha runs a short research loop. review_alpha assesses an existing alpha.

Configuration

All settings are environment variables. A .env file in the working directory also works, except for settings that decide where credentials go or that enable submission (WQB_BASE_URL, the file and directory paths, the WQB_SUBMIT_* and WQB_ALLOW_SUBMIT settings, and the bearer token). These have to be set in the real environment.

VariableDefaultPurpose
WQB_EMAIL, WQB_PASSWORDLogin. These win over the credentials file
WQB_CREDENTIALS_FILE~/.config/mcp-server-worldquantbrain/credentials.jsonJSON: ["email", "password"]
WQB_SESSION_FILE~/.config/mcp-server-worldquantbrain/session.jsonSaved session. Delete it to log out
WQB_CACHE_DIR~/.cache/mcp-server-worldquantbrainCatalogue cache and simulation ledger
WQB_CACHE_TTLper catalogueSeconds; 0 disables the cache
WQB_LEDGERtrueReuse results of identical simulations
WQB_ALLOW_SUBMITfalseExpose submit_alpha
WQB_SUBMIT_CONFIRMelicitAsk the user first where the client supports it; none skips asking
WQB_SUBMIT_CORRELATION_GATE0.7Refuse at or above this self-correlation; 0 disables
WQB_MAX_CONCURRENT_SIMULATIONS2Blocking simulation calls this process runs at once
WQB_SIMULATION_TIMEOUT900Seconds a blocking simulation waits
WQB_HTTP_TIMEOUT30Seconds per HTTP request
WQB_POLL_MAX_INTERVAL30Longest pause between status polls
WQB_HTTP_BEARER_TOKENRequired by the HTTP transport on a non-local address
WQB_LOG_LEVELINFOLogs go to stderr
WQB_DEFAULT_REGION, WQB_DEFAULT_UNIVERSE, _DELAY, _DECAY, _NEUTRALIZATION, _TRUNCATION, _PASTEURIZATION, _UNIT_HANDLING, _NAN_HANDLING, _TEST_PERIOD, _MAX_TRADE, _INSTRUMENT_TYPEUSA, TOP3000, 1, 0, INDUSTRY, 0.08, ON, VERIFY, OFF, none, OFF, EQUITYUsed when a call leaves a setting out. A call for another region must name its universe

On Windows the two directories are %APPDATA%\mcp-server-worldquantbrain and %LOCALAPPDATA%\mcp-server-worldquantbrain, and files are protected by your user profile rather than POSIX permissions.

To serve over HTTP:

WQB_HTTP_BEARER_TOKEN=change-me mcp-server-worldquantbrain serve --transport streamable-http --host 0.0.0.0

The server refuses a non-local address without a token. /health stays open for probes.

How it behaves

Long calls. Claude Desktop has been reported to cancel stdio tool calls after about a minute, so for that client each call is limited to 45 seconds of waiting and the agent resumes with get_simulation_status. Claude Code and LangGraph wait as long as you let them. Set WQB_SIMULATION_TIMEOUT to match whatever your client allows.

Concurrency. BRAIN limits simultaneous simulations per account and does not publish the number. The default of 2 is deliberately cautious. Raise it if your account allows more. The setting only counts blocking calls while they wait, and one batch group of up to 10 uses one slot. wait=False calls, simulations still running after a timeout, and other processes on the same account are not counted, and can hit BRAIN's own limit, which comes back as a rate-limit error with a suggested wait.

The ledger. Whitespace in an expression does not matter; every setting does. Pass force=True to run an identical simulation again. Failed simulations can be run again.

Writes are not retried. A POST that may have reached BRAIN is never repeated automatically, so a network failure cannot spend quota twice or submit twice. Reads retry with backoff and honour Retry-After.

Biometric login. authenticate returns a URL, the user finishes the check in a browser, and complete_authentication ends the login. The pending check is saved for 30 minutes, so it survives a restart. On a terminal, mcp-server-worldquantbrain auth does the same with a prompt.

What is cached. Operators and simulation options for a week, categories and dataset pages for a day. Alphas, simulations, checks, correlations and data fields are always fetched fresh.

What is never logged. Passwords, cookies, authorization headers and session tokens are masked, and email addresses are shortened, in logs and error messages.

Limitations

  • BRAIN's API documentation sits behind a login, and BRAIN can change the API without notice. Run WQB_LIVE=1 uv run pytest -m live to check it against your account.
  • Login, saved sessions, data catalogues, single simulations, alpha search, PnL, recordsets, submission checks and self-correlation have been run against a live account. Biometric completion, multi-simulation, update_alpha, submit_alpha and production correlation results have only been tested against responses documented by other BRAIN clients, so treat them as less proven. If a biometric completion fails, log in once on the BRAIN website and call authenticate with force=true.
  • The self-correlation gate fails closed: if BRAIN will not report the figure, submit_alpha refuses. Set WQB_SUBMIT_CORRELATION_GATE=0 on accounts where that endpoint is unavailable.
  • Simulations are REGULAR FASTEXPR alphas. SUPER and region-agnostic alphas, Python alphas, forum access, payments, competitions and pyramids are not covered.
  • There is no cancel tool, because no cancel endpoint is known.
  • credentials.json is plaintext protected by file permissions. Use WQB_EMAIL and WQB_PASSWORD from your own secret store if that is not enough.
  • Check that your use of automation complies with the BRAIN terms that apply to you.

Other WorldQuant BRAIN projects

  • cnhkmcp is on PyPI and covers far more of the platform, including the forum. It is a large install that bundles Selenium.
  • lavender1203/world-quant-brain-mcp has the deepest local analytics, such as correlation pools and an alpha history database. It runs with Docker and Redis over HTTP, and has no license.
  • QuantGPT is a full research agent with its own knowledge base, for when you want the loop rather than the tools.
  • worldquant-harness adds local backtests and a strict human submission boundary.
  • brainapi-go-sdk is a Go SDK and CLI with static binaries and tests built on captured API responses.
  • rocky-d/wqb is a plain Python client, if you do not need an agent interface.

No code in this repository was copied from those projects.

Development

To point a client at a checkout, use uvx --from /path/to/mcp-server-worldquantbrain mcp-server-worldquantbrain, or uv add --editable ../mcp-server-worldquantbrain from your LangGraph project. See CONTRIBUTING.md and RELEASING.md.

License

MIT

PYPI
mcp-server-worldquantbrain
Install Command
pip install mcp-server-worldquantbrain
Runtime: uvx