Explain a market move
Combine server-verified quote context with possible drivers, source-aware research, uncertainty, and what to watch next.
Quan gives your product a single endpoint for stock research, SEC filing analysis, portfolio risk, market-move explanations, and cited web research—without making you stitch a generic model to a pile of finance prompts.
curl https://stockup.cc/v1/query \
-H "x-api-key: $STOCKUP_API_KEY" \
-H "content-type: application/json" \
-d '{
"model": "quan-3.4",
"messages": [{
"role": "user",
"content": "Compare AAPL and MSFT.\nSeparate verified facts from interpretation."
}],
"webSearch": true,
"stream": false
}'
Combine server-verified quote context with possible drivers, source-aware research, uncertainty, and what to watch next.
Surface changes in risk factors, liabilities, guidance, working capital, margins, and earnings quality. See the workflow.
Review holdings for overlap, factor exposure, drawdown risk, catalysts, and concrete research priorities.
Ask for valuation, growth, profitability, sentiment, catalysts, risks, and evidence in one repeatable request.
Install a dependency-free server that exposes quote, filing, sentiment, DCA, portfolio, comparison, and market-move tools.
Relevant Quan 3.4 tasks can return decision IDs, task intent, calculation and evidence metadata, release fingerprints, and quantitative-core hashes alongside the answer.
Create a developer account and verify the address before generating a key.
Use the included 100,000 tokens to test the endpoint, streaming, and grounded prompts.
Add $10, $25, or $50 for token overage, more research, or deeper models. Paid calls stop at zero.
Prototype cheaply with Quan Lite. Move core analysis to Quan 3.4. Reserve Deep Research for longer, multi-step work.
/v1/query.Most work starts at the messages endpoint, but seven quantitative endpoints sit alongside it. They accept structured input, return structured output, and — unlike a model call — the figures they produce are computed rather than generated. Each has its own guide.
Deterministic valuation with a seeded simulation. Missing inputs come back as unavailableInputs rather than as an invented default.
VaR, CVaR, Sharpe, Sortino, max drawdown and beta from holdings alone, plus checks against five constraint limits.
Seven-state classification with probabilities, transition risk and an explicit state for when the signals genuinely conflict.
Choose a date window and a transaction cost. Costs default to 10 basis points rather than to zero.
A provenance-aware reading that reports its own coverage, so thin support stays visible in your interface.
Regime, risk, calculations and evidence composed into one auditable response with a claim ledger.
Resumable upload to 50 MB, OCR with per-page unreadable reporting, then query the document by ID.
Every quantitative response carries a decisionId. Pass it here for the owner-scoped immutable record, months later.
Quan is primarily a financial reasoning API. It can enforce server-verified current quote context for supported stock requests, but it is not a drop-in replacement for every raw market-data endpoint, exchange feed, or historical OHLCV database.
For supported quote requests, StockUp retrieves quote context server-side and instructs the model to treat that block as authoritative. If a quote is unavailable, the model is required to say so instead of estimating an exact current price. You should still review primary sources for consequential decisions.
Yes. The StockUp MCP server supports compatible clients and exposes eight finance-specific tools. You can install it with npx -y @stockup/quan-mcp-server.
No. Self-service access is prepaid. StockUp reserves estimated request cost, settles actual usage, and pauses paid calls when your wallet cannot cover the request.
Create a key, run Quan 3.4 L against a real workflow, and add money only when you need more than the included allowance.
Start with 100,000 tokens →