# 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.

- **Domain**: `agents.quantjourney.cloud`
- **Provider**: QuantJourney (https://quantjourney.cloud)
- **A2A protocol version**: 1.0
- **Kind**: paid_api
- **Category**: finance
- **Live-responds (last probe)**: None
- **Signed card**: False
- **Streaming**: False
- **Quality score**: 90%
- **Payment protocol**: x402 · network `eip155:8453`

## Skills
- **Company Snapshot Lite** — Return a free, bounded factual ticker snapshot with price, selected metrics, freshness and explicit coverage gaps.
- **Earnings Preview** — Prepare an evidence-backed earnings preview with consensus, revisions, dispersion, historical surprises, valuation context and explicit review questions.
- **Earnings Recap** — Reconcile the latest reported earnings with consensus, estimate changes, adjusted-close reactions, SPY-adjusted CAR and explicit thesis-review questions.
- **Congress and Government Signals** — Combine congressional disclosures and government-contract evidence with disclosure-lag warnings.
- **SEC Company Identity** — Resolve a ticker or company name to official SEC identity and exchange fields.
- **SEC Latest Filing** — Return the latest official SEC submission for a ticker and bounded form type.
- **SEC Company Facts Compact** — Project selected current SEC XBRL facts into a small evidence envelope.
- **GLEIF Entity Lookup** — Resolve an entity name or exact LEI against the official GLEIF index.
- **Treasury Yield Curve Latest** — Return one latest bounded U.S. Treasury par-yield curve observation.
- **Overnight Rates Latest** — Return the latest bounded SOFR, EFFR and related official reference-rate observations.
- **SEC Filing Delta** — Compare selected SEC XBRL facts between the latest two filings of one form type.
- **Government Demand Packet** — Combine bounded award rollups and materialized contract signals for one ticker.
- **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.
- **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
- **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, 
- **Short Interest State** — Return bounded official FINRA consolidated short-interest observations and optional Nasdaq Trader Reg SHO threshold-list membership. Semi-monthly short interest
- **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 quo
- **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 
- **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. N
- **Portfolio Normalize** — Resolve up to 25 unique long-only tickers and return normalized weights, identity coverage and concentration without creating a stored portfolio.
- **Portfolio Exposure** — Return compact sector, country, asset-class and supplied-currency exposure for an inline portfolio.
- **Portfolio Volatility** — Estimate bounded annualized volatility from authorized aligned daily prices or returns.
- **Portfolio VaR and CVaR** — Calculate bounded portfolio VaR and CVaR from authorized aligned daily prices or returns.
- **Portfolio Drawdown** — Calculate bounded portfolio and position drawdowns from authorized aligned daily prices or returns.
- **Portfolio Benchmark Risk** — Estimate portfolio beta, correlation and regression evidence versus one benchmark.
- **Portfolio Factor Exposure** — Estimate bounded CAPM, Fama-French 3 or Fama-French 5 factor exposure.
- **Portfolio Liquidity** — Estimate compact position liquidity using observed price-volume history.
- **Portfolio Events** — Return bounded upcoming-event exposure and event-risk summaries.
- **Portfolio Signals** — Return compact precomputed technical, congressional and government-contract signals for the largest supplied positions.
- **Portfolio Scenario** — Run one named or bounded custom QJ Risk scenario over an inline portfolio.
- **Portfolio Position Risk** — Return compact per-position volatility, beta, correlation and drawdown evidence.
- **Portfolio Performance** — Calculate whole-portfolio hypothetical constant-weight performance, Sharpe, Sortino and Calmar. Not account TWR/MWR.
- **Portfolio Correlations** — Calculate the full Pearson or Spearman matrix of aligned daily asset returns; constant-series correlations are null.
- **Portfolio Optimization** — Calculate stateless long-only fully-invested weights using min_variance, risk_parity or max_sharpe. Research only, no orders or persistence.
- **Portfolio Simulation** — Simulate a constant-weight portfolio with calibrated lognormal GBM or IID historical bootstrap. Seeded, bounded, not a forecast.

## URLs
- Agent card: https://agents.quantjourney.cloud/.well-known/agent-card.json
- Page (HTML): https://agenstry.com/agents/agents.quantjourney.cloud
- Documentation: https://agents.quantjourney.cloud/llms-full.txt