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Card snapshot
agents.quantjourney.cloud
·
2026-09-28 23:47:05 UTC
·
965f7f07b70ce29b2057ae4bc28ec3fd9e3de706f7750b2942c29fb96a7cd20f
This is a frozen copy of the agent's agent-card.json as we observed it at the timestamp above. We capture a new snapshot every time the card's content hash changes. Useful for: forensic drift analysis, verifying downstream callers see the right version, reproducing routing decisions made historically.
{
"name": "QuantJourney Research Agent Fabric",
"description": "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.",
"supportedInterfaces": [
{
"url": "https://agents.quantjourney.cloud",
"protocolBinding": "HTTP+JSON",
"protocolVersion": "1.0"
}
],
"provider": {
"organization": "QuantJourney",
"url": "https://quantjourney.cloud"
},
"version": "0.27.2",
"iconUrl": "https://agents.quantjourney.cloud/favicon.ico",
"documentationUrl": "https://agents.quantjourney.cloud/llms-full.txt",
"capabilities": {
"streaming": false,
"pushNotifications": false,
"extendedAgentCard": false,
"boundedQueryExecution": true,
"managedDataExecution": false,
"publicDataExecution": true,
"callerDataCompute": true,
"a2aTaskDelegation": false,
"extensions": [
{
"uri": "https://agents.quantjourney.cloud/extensions/evidence/v1",
"description": "QJ evidence, freshness, product-grade and lineage contract.",
"required": true
},
{
"uri": "https://agents.quantjourney.cloud/v1/x402",
"description": "QJ x402 v2 price, network, settlement and route contract.",
"required": false
},
{
"uri": "https://agents.quantjourney.cloud/mcp",
"description": "Anonymous read-only MCP with 34 reviewed, zero-price QuantJourney tools.",
"required": false,
"params": {
"transport": "streamable-http",
"authentication": "none",
"costUsd": "0.00",
"toolCount": 34,
"tools": [
"get_company_snapshot",
"get_company_snapshots",
"compare_companies",
"get_earnings_preview",
"get_earnings_recap",
"resolve_sec_company",
"get_latest_sec_filing",
"get_sec_company_facts",
"get_security_history",
"screen_securities",
"get_sec_filing_delta",
"get_insider_activity",
"get_short_interest_state",
"get_security_technicals",
"get_market_regime",
"get_treasury_yield_curve",
"get_overnight_rates",
"normalize_portfolio",
"simulate_trade",
"get_portfolio_exposure",
"get_portfolio_volatility",
"get_portfolio_var_cvar",
"get_portfolio_drawdown",
"get_portfolio_benchmark_risk",
"get_portfolio_factor_exposure",
"get_portfolio_liquidity",
"get_portfolio_events",
"get_portfolio_signals",
"run_portfolio_scenario",
"get_portfolio_position_risk",
"get_portfolio_performance",
"get_portfolio_correlations",
"optimize_portfolio",
"simulate_portfolio"
],
"resources": [
"qj://finance/manifest",
"qj://finance/caller-market-data",
"qj://finance/metric-dictionary",
"qj://finance/coverage-and-freshness",
"qj://finance/scenarios",
"qj://finance/limits-and-access"
],
"manifest": "qj://finance/manifest",
"restA2APricingUnchanged": true
}
},
{
"uri": "https://agents.quantjourney.cloud/.well-known/agent-registration.json",
"description": "Experimental ERC-8004 Draft identity and domain registration.",
"required": false,
"params": {
"agentRegistry": "eip155:84532:0x8004A818BFB912233c491871b3d84c89A494BD9e",
"agentId": 9136
}
}
]
},
"securitySchemes": {
"qj_agent_oauth": {
"oauth2SecurityScheme": {
"flows": {
"clientCredentials": {
"tokenUrl": "https://agents.quantjourney.cloud/oauth/token",
"scopes": {
"product:agents": "Access the QuantJourney Agents product.",
"agents:discover": "Read public and caller-specific agent discovery metadata.",
"agents:billing": "Read the client wallet and create bounded top-up sessions.",
"agents:query": "Submit bounded agent queries when execution is enabled."
}
}
}
}
}
},
"securityRequirements": [
{
"schemes": {}
},
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
],
"defaultInputModes": [
"text/plain",
"application/json"
],
"defaultOutputModes": [
"application/json",
"text/markdown"
],
"skills": [
{
"id": "qj-company-snapshot-lite",
"name": "Company Snapshot Lite",
"description": "Return a free, bounded factual ticker snapshot with price, selected metrics, freshness and explicit coverage gaps.",
"tags": [
"equity",
"snapshot",
"price",
"metrics"
],
"examples": [
"Return the free company snapshot for NVDA."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {}
}
]
},
{
"id": "qj-earnings-preview",
"name": "Earnings Preview",
"description": "Prepare an evidence-backed earnings preview with consensus, revisions, dispersion, historical surprises, valuation context and explicit review questions.",
"tags": [
"earnings",
"estimates",
"revisions",
"valuation"
],
"examples": [
"Prepare the free earnings preview for NVDA."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-earnings-recap",
"name": "Earnings Recap",
"description": "Reconcile the latest reported earnings with consensus, estimate changes, adjusted-close reactions, SPY-adjusted CAR and explicit thesis-review questions.",
"tags": [
"earnings",
"recap",
"surprise",
"event-study"
],
"examples": [
"Prepare the paid earnings recap for NVDA."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-congress-gov-signals",
"name": "Congress and Government Signals",
"description": "Combine congressional disclosures and government-contract evidence with disclosure-lag warnings.",
"tags": [
"congress",
"government",
"contracts",
"policy"
],
"examples": [
"Find recent congressional and government-contract signals relevant to PLTR."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-sec-company-identity",
"name": "SEC Company Identity",
"description": "Resolve a ticker or company name to official SEC identity and exchange fields.",
"tags": [
"sec",
"identity",
"cik",
"public-data"
],
"examples": [
"Resolve AAPL to its SEC company identity."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {}
}
]
},
{
"id": "qj-sec-latest-filing",
"name": "SEC Latest Filing",
"description": "Return the latest official SEC submission for a ticker and bounded form type.",
"tags": [
"sec",
"filing",
"edgar",
"public-data"
],
"examples": [
"Return AAPL's latest 10-Q filing."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-sec-company-facts-compact",
"name": "SEC Company Facts Compact",
"description": "Project selected current SEC XBRL facts into a small evidence envelope.",
"tags": [
"sec",
"xbrl",
"fundamentals",
"public-data"
],
"examples": [
"Return compact SEC company facts for AAPL."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-gleif-entity-lookup",
"name": "GLEIF Entity Lookup",
"description": "Resolve an entity name or exact LEI against the official GLEIF index.",
"tags": [
"gleif",
"lei",
"entity",
"public-data"
],
"examples": [
"Resolve Apple Inc. in the GLEIF index."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-treasury-yield-curve-latest",
"name": "Treasury Yield Curve Latest",
"description": "Return one latest bounded U.S. Treasury par-yield curve observation.",
"tags": [
"treasury",
"rates",
"yield-curve",
"public-data"
],
"examples": [
"Return the latest available U.S. Treasury yield curve."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-overnight-rates-latest",
"name": "Overnight Rates Latest",
"description": "Return the latest bounded SOFR, EFFR and related official reference-rate observations.",
"tags": [
"ny-fed",
"sofr",
"effr",
"rates",
"public-data"
],
"examples": [
"Return the latest SOFR and Effective Federal Funds Rate."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-sec-filing-delta",
"name": "SEC Filing Delta",
"description": "Compare selected SEC XBRL facts between the latest two filings of one form type.",
"tags": [
"sec",
"filing",
"xbrl",
"delta",
"public-data"
],
"examples": [
"Compare AAPL's latest two 10-Q filings."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-government-demand-packet",
"name": "Government Demand Packet",
"description": "Combine bounded award rollups and materialized contract signals for one ticker.",
"tags": [
"government",
"contracts",
"usaspend",
"evidence"
],
"examples": [
"Prepare a government demand packet for PLTR over 90 days."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-security-history",
"name": "Security Price History",
"description": "Return bounded normalized daily adjusted-close history for one public-equity ticker, with dates, currency, source and freshness. It is not a live quote.",
"tags": [
"equity",
"prices",
"history"
],
"examples": [
"Return the last 120 daily observations for AAPL."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-security-screen",
"name": "Security Screen",
"description": "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 accepted.",
"tags": [
"equity",
"screen",
"metrics"
],
"examples": [
"Screen the S&P 500 for P/E below 30 and positive free-cash-flow yield."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-insider-activity",
"name": "SEC Insider Filing Activity",
"description": "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, sales or ownership changes.",
"tags": [
"sec",
"form-4",
"insiders",
"public-data"
],
"examples": [
"Return recent SEC Form 4 filing activity for AAPL."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-short-interest-state",
"name": "Short Interest State",
"description": "Return bounded official FINRA consolidated short-interest observations and optional Nasdaq Trader Reg SHO threshold-list membership. Semi-monthly short interest is not daily short volume.",
"tags": [
"finra",
"short-interest",
"reg-sho",
"public-data"
],
"examples": [
"Return the latest short-interest state for AAPL."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-security-technicals",
"name": "Security Technical State",
"description": "Return latest precomputed technical indicators from an explicit indicator-family allowlist. Use for structured technical state, not a trading signal or live quote.",
"tags": [
"equity",
"technicals",
"signals"
],
"examples": [
"Return RSI, MACD and moving-average state for NVDA."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-market-regime",
"name": "Market Regime Context",
"description": "Return the latest compact market-risk context computed by QJ Analytics from governed Warehouse inputs. It is descriptive evidence, not a forecast or allocation instruction.",
"tags": [
"market",
"regime",
"risk",
"macro"
],
"examples": [
"Return the latest QuantJourney market-regime context."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-simulate-trade",
"name": "Stateless Trade Risk Simulation",
"description": "Estimate before, after and delta portfolio volatility, effective number of bets and fractional risk contribution for one bounded hypothetical long-only trade. No order or portfolio state is created.",
"tags": [
"portfolio",
"risk",
"what-if",
"stateless"
],
"examples": [
"Show how buying $25,000 of NVDA changes an inline portfolio's risk."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-normalize",
"name": "Portfolio Normalize",
"description": "Resolve up to 25 unique long-only tickers and return normalized weights, identity coverage and concentration without creating a stored portfolio.",
"tags": [
"portfolio",
"stateless",
"identity",
"weights"
],
"examples": [
"Normalize an inline AAPL, NVDA and TSM portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {}
}
]
},
{
"id": "qj-portfolio-exposure",
"name": "Portfolio Exposure",
"description": "Return compact sector, country, asset-class and supplied-currency exposure for an inline portfolio.",
"tags": [
"portfolio",
"stateless",
"sector",
"country",
"currency"
],
"examples": [
"Calculate exposure for an inline AAPL, NVDA and TSM portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-volatility",
"name": "Portfolio Volatility",
"description": "Estimate bounded annualized volatility from authorized aligned daily prices or returns.",
"tags": [
"portfolio",
"stateless",
"volatility",
"risk"
],
"examples": [
"Estimate 120-day volatility for an inline AAPL and NVDA portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-var-cvar",
"name": "Portfolio VaR and CVaR",
"description": "Calculate bounded portfolio VaR and CVaR from authorized aligned daily prices or returns.",
"tags": [
"portfolio",
"stateless",
"var",
"cvar",
"risk"
],
"examples": [
"Calculate 95% and 99% one-day VaR and CVaR for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-drawdown",
"name": "Portfolio Drawdown",
"description": "Calculate bounded portfolio and position drawdowns from authorized aligned daily prices or returns.",
"tags": [
"portfolio",
"stateless",
"drawdown",
"risk"
],
"examples": [
"Calculate 250-day drawdown statistics for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-benchmark-risk",
"name": "Portfolio Benchmark Risk",
"description": "Estimate portfolio beta, correlation and regression evidence versus one benchmark.",
"tags": [
"portfolio",
"stateless",
"benchmark",
"beta",
"correlation"
],
"examples": [
"Compare an inline portfolio with SPY over 120 sessions."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-factor-exposure",
"name": "Portfolio Factor Exposure",
"description": "Estimate bounded CAPM, Fama-French 3 or Fama-French 5 factor exposure.",
"tags": [
"portfolio",
"stateless",
"factors",
"risk"
],
"examples": [
"Estimate FF5 factor exposure for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-liquidity",
"name": "Portfolio Liquidity",
"description": "Estimate compact position liquidity using observed price-volume history.",
"tags": [
"portfolio",
"stateless",
"liquidity",
"volume",
"risk"
],
"examples": [
"Estimate liquidity for an inline portfolio using a 10% ADV participation limit."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-events",
"name": "Portfolio Events",
"description": "Return bounded upcoming-event exposure and event-risk summaries.",
"tags": [
"portfolio",
"stateless",
"events",
"catalysts",
"risk"
],
"examples": [
"Return the next seven days of event risk for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-signals",
"name": "Portfolio Signals",
"description": "Return compact precomputed technical, congressional and government-contract signals for the largest supplied positions.",
"tags": [
"portfolio",
"stateless",
"signals",
"technicals",
"government"
],
"examples": [
"Return 90-day signals for the five largest positions in an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-scenario",
"name": "Portfolio Scenario",
"description": "Run one named or bounded custom QJ Risk scenario over an inline portfolio.",
"tags": [
"portfolio",
"stateless",
"scenario",
"stress",
"risk"
],
"examples": [
"Run the GFC_2008 scenario for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-position-risk",
"name": "Portfolio Position Risk",
"description": "Return compact per-position volatility, beta, correlation and drawdown evidence.",
"tags": [
"portfolio",
"stateless",
"positions",
"beta",
"drawdown",
"risk"
],
"examples": [
"Return per-position risk enrichment for an inline portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-performance",
"name": "Portfolio Performance",
"description": "Calculate whole-portfolio hypothetical constant-weight performance, Sharpe, Sortino and Calmar. Not account TWR/MWR.",
"tags": [
"portfolio",
"stateless",
"performance",
"research"
],
"examples": [
"Use QuantJourney to calculate portfolio performance for an inline AAPL and MSFT portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-correlations",
"name": "Portfolio Correlations",
"description": "Calculate the full Pearson or Spearman matrix of aligned daily asset returns; constant-series correlations are null.",
"tags": [
"portfolio",
"stateless",
"correlations",
"research"
],
"examples": [
"Use QuantJourney to calculate portfolio correlations for an inline AAPL and MSFT portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-optimization",
"name": "Portfolio Optimization",
"description": "Calculate stateless long-only fully-invested weights using min_variance, risk_parity or max_sharpe. Research only, no orders or persistence.",
"tags": [
"portfolio",
"stateless",
"optimization",
"research"
],
"examples": [
"Use QuantJourney to calculate portfolio optimization for an inline AAPL and MSFT portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
},
{
"id": "qj-portfolio-simulation",
"name": "Portfolio Simulation",
"description": "Simulate a constant-weight portfolio with calibrated lognormal GBM or IID historical bootstrap. Seeded, bounded, not a forecast.",
"tags": [
"portfolio",
"stateless",
"simulation",
"research"
],
"examples": [
"Use QuantJourney to calculate portfolio simulation for an inline AAPL and MSFT portfolio."
],
"inputModes": [
"application/json"
],
"outputModes": [
"application/json"
],
"securityRequirements": [
{
"schemes": {
"qj_agent_oauth": {
"list": [
"product:agents",
"agents:query"
]
}
}
}
]
}
]
}