Optimal Execution Implementation Shortfall Analyzer

Deconstructs execution price decay curves from the arrival moment to evaluate the performance efficiency of trading desks.

Quant Finance MCP Tool · Market Data 210 installs Open source · Free Eval-verified

Head of Systematic Trading · Order arrival timestamps Execution prints

Updated Jun 2026

MCP Config — Paste into Claude Desktop

Server: Market Data · Function: execution_tca · 18 total tools · SSE endpoint ↗

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}

SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation.

I want to install the ClaudeFinanceLab MCP server for "Optimal Execution Implementation Shortfall Analyzer".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible client.

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Optimal Execution Implementation Shortfall Analyzer