H
HKUDS/Vibe-Trading
"Vibe-Trading: Your Personal Trading Agent"
View on GitHub ↗Link checked 2026-11-12 · HTTP 200 · opens the vendor's own site
Install & config
- Copy the command above
- Paste it as one entry under
mcpServersinclaude_desktop_config.json— local servers take command + args (example: clients) - Restart your client
Install command from the repository
pip install -U vibe-trading-ai
Parsed from the README we fetched on 2026-11-06; we have not executed it.
This is the install method the repository states, not an MCP client config, so no JSON is generated.
Key names differ by client: Clients & CLI
- Source
- collected from the abordage/awesome-mcp list · type: MCP server
- Harvest history
- first seen 2026-11-05 · last seen 2026-11-14 · seen 10× · listed by 10 sources
- Score
- score 1,003 · 10 sources · mcp
- Install
pip install -U vibe-trading-ai
FAQ (answers come from our records)
How do I install it?
The repository provides this install command:
pip install -U vibe-trading-ai. It comes from the repository itself; we cannot guarantee it runs as-is in your client.Who is it for?
We filed it under these tags: MCP 服务. The tags come from the entry itself, not a taxonomy we imposed.
Who maintains it?
first catalogued 2026-11-05；last seen 2026-11-14。There is no official certification or quality rating here — we record sources and dates only.
English | 中文 | 日本語 | 한국어 | العربية | Español | Bahasa Indonesia
以下摘录自该仓库的 README（片段） · 在 GitHub 读完整 README →
Vibe-Trading: Your Personal Trading Agent
One Command to Empower Your Agent with Comprehensive Trading Capabilities
GitHub topic rankings by stars · Nov 4, 2026
#1 Backtesting ·
#3 Algorithmic Trading ·
#4 Quantitative Finance
Website ·
Docs ·
News ·
Features ·
Shadow Account ·
Demo ·
Quick Start ·
Examples ·
API / MCP ·
Roadmap ·
Contributors
## 📰 News
2026-11-06 📈 Implied-volatility grids and paper-trading fixes — Build strike-by-expiry IV grids from supplied option observations, with observed/interpolated labels and no extrapolation (#2172). Extreme numeric inputs now produce finite results or explicit errors. A-share 5m market orders blocked by a price limit are canceled immediately (#2176); the matcher also processes symbols chronologically so later proceeds cannot fund earlier orders. On main, for the next pip release; public 5m requests still support one symbol per step.
2026-11-05 🚀 v0.1.19 released (Release notes, pip install -U vibe-trading-ai): research that outlives the chat — save versioned research artifacts with their evidence and revise them, reuse backtests from earlier turns and sessions, and edit a research goal in place. New opt-ins: a five-minute A-share paper simulation, and Gildata financial queries, stock screening and Shannon portfolio diagnosis (QVeris is removed; an existing GILDATATOKEN alone now enables nothing). Also Argentina (BYMA) backtests, Parallel web search, Codex OAuth model discovery, and both 0.1.18 regressions fixed. 116 merged pull requests plus 21 landed through maintainer commits, from 26 contributors (CHANGELOG).
Fixed today: a backtest reports the benchmark it actually evaluated, long/short books get a risk x-ray, GTJA alpha 17 stays missing while its inputs warm up, the Shannon panel speaks all eleven UI languages, and two reviewed contributor fixes that had not landed are in (#2042 TTM sums across a missing quarter, #1985 3:2 split detection). Thanks @rudycelekli, @he-yufeng, @Jackzigen, @Shizoqua, @cgycorey, @dajiaohuang, @zeus229, @alexwan02, @BHhhh-123, @remote-controlled-man, @shadowinlife, @TWJxi, @lishuanghong1989-netizen, @TerryF7, @davidalmeida90, @DrDLyuan, @goatyyc, @hnq-ai, @kadyrbekovhamit-cyber, @MetaAviator, @octo-patch, @RowanAldean, @VectorPeak, @wavebyrd and @yufengsika!
On main after the release (next pip release): backtest benchmarks are bought at the first evaluated open, as the strategy is, instead of from the last warm-up close; excess return no longer includes that move (AAPL 20/60 SMA example: 22.5% → 18.4%).
2026-11-04 📊 Gildata financial queries, stock screening and Shannon portfolio diagnosis — Screen stocks by market cap and retrieve their half-year revenue in one request, or inspect portfolio factor exposures and each holding’s contribution to volatility. All nine Gildata features are opt-in, including for existing token holders. Free data sources never fall back to Gildata. #2117 · #2118 · #2119
Also clarified next-bar backtest fills, fixed false Swarm timeouts on Unicode heartbeats and sped up research artifact deduplication. #2137 · #2155 · #2159
One Command to Empower Your Agent with Comprehensive Trading Capabilities
GitHub topic rankings by stars · Nov 4, 2026
#1 Backtesting ·
#3 Algorithmic Trading ·
#4 Quantitative Finance
Website ·
Docs ·
News ·
Features ·
Shadow Account ·
Demo ·
Quick Start ·
Examples ·
API / MCP ·
Roadmap ·
Contributors
## 📰 News
2026-11-06 📈 Implied-volatility grids and paper-trading fixes — Build strike-by-expiry IV grids from supplied option observations, with observed/interpolated labels and no extrapolation (#2172). Extreme numeric inputs now produce finite results or explicit errors. A-share 5m market orders blocked by a price limit are canceled immediately (#2176); the matcher also processes symbols chronologically so later proceeds cannot fund earlier orders. On main, for the next pip release; public 5m requests still support one symbol per step.
2026-11-05 🚀 v0.1.19 released (Release notes, pip install -U vibe-trading-ai): research that outlives the chat — save versioned research artifacts with their evidence and revise them, reuse backtests from earlier turns and sessions, and edit a research goal in place. New opt-ins: a five-minute A-share paper simulation, and Gildata financial queries, stock screening and Shannon portfolio diagnosis (QVeris is removed; an existing GILDATATOKEN alone now enables nothing). Also Argentina (BYMA) backtests, Parallel web search, Codex OAuth model discovery, and both 0.1.18 regressions fixed. 116 merged pull requests plus 21 landed through maintainer commits, from 26 contributors (CHANGELOG).
Fixed today: a backtest reports the benchmark it actually evaluated, long/short books get a risk x-ray, GTJA alpha 17 stays missing while its inputs warm up, the Shannon panel speaks all eleven UI languages, and two reviewed contributor fixes that had not landed are in (#2042 TTM sums across a missing quarter, #1985 3:2 split detection). Thanks @rudycelekli, @he-yufeng, @Jackzigen, @Shizoqua, @cgycorey, @dajiaohuang, @zeus229, @alexwan02, @BHhhh-123, @remote-controlled-man, @shadowinlife, @TWJxi, @lishuanghong1989-netizen, @TerryF7, @davidalmeida90, @DrDLyuan, @goatyyc, @hnq-ai, @kadyrbekovhamit-cyber, @MetaAviator, @octo-patch, @RowanAldean, @VectorPeak, @wavebyrd and @yufengsika!
On main after the release (next pip release): backtest benchmarks are bought at the first evaluated open, as the strategy is, instead of from the last warm-up close; excess return no longer includes that move (AAPL 20/60 SMA example: 22.5% → 18.4%).
2026-11-04 📊 Gildata financial queries, stock screening and Shannon portfolio diagnosis — Screen stocks by market cap and retrieve their half-year revenue in one request, or inspect portfolio factor exposures and each holding’s contribution to volatility. All nine Gildata features are opt-in, including for existing token holders. Free data sources never fall back to Gildata. #2117 · #2118 · #2119
Also clarified next-bar backtest fills, fixed false Swarm timeouts on Unicode heartbeats and sped up research artifact deduplication. #2137 · #2155 · #2159
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