quantlogix-quant

QuantLogix Quant — building on the Pro+ surface

This plugin is for composing workflows on QuantLogix's quantitative tools (Pro+ tier). All tools are on the quantlogix MCP server; tier gating is enforced server-side, so an under-tier call returns an upgrade message you should relay, not retry.

The canonical workflow: screen → enrich → verify

Most good quant questions are three steps. Chain them:

1. Screen — screener filters the 5,000+ universe by signal, min_score/max_score, sector, cap (mega/large/mid/small/micro), min_price/max_price, min_market_cap/max_market_cap (raw USD), min_change/max_change, sort (score|change|market_cap|price), order, limit/offset. Returns ticker · name · sector · signal · composite · price · change% · market_cap, with total_matched.
2. Enrich — for the shortlist, batch_signals (up to 50 tickers in one call) for the signal snapshot, then per-name get_microstructure (order flow), get_institutional_holders (13F conviction), get_options_flow (unusual activity), or get_earnings_setup (implied move + days-to-earnings).
3. Verify — get_track_record to ground the read in the engine's audited historical performance for that setup type/sector. Never present a screen result as a recommendation without the verification step.

Prefer ONE batch_signals call over N get_signal calls — it's a single request and the same data.

Tool map (Pro+ unless noted)

• Universe: screener, get_signal_rankings (free, quick top-N), batch_signals
• Per-ticker signal: get_signal (free, long-term), get_day_signal (intraday QDTSS), get_swing_signal (A/B/C/D), get_microstructure (OFI/VPIN/smart-money)
• Ownership / flow: get_institutional_holders, get_institutional_fund (by CIK), get_options_flow
• Events: get_earnings_setup, get_earnings_calendar, get_corporate_events
• Cross-asset: get_fx_signal, get_crypto, get_market_overview, get_macro
• Baskets: list_baskets, get_basket, list_basket_themes, resolve_theme_basket (tier-metered: Free 5 / Starter 25 / Pro 100 / Inst unlimited distinct themes/month)
• Proof: get_track_record, engine_model_card

Rules

• Verify against the record. The platform's edge is that signals are logged at issuance and resolved against live price — always close a workflow with get_track_record rather than asserting an edge.
• Don't invent numbers. Use tool outputs only.
• Outputs are quantitative model outputs / backtests — not guarantees, not personalized advice. State it on any stance.
• Relay tier-gate / quota messages verbatim; never retry a capped resolve_theme_basket.