gex.live Launches MCP Server to Backtest SPX Dealer-Gamma Rules via AI Assistants
gex.live has released an MCP server that integrates with AI clients such as Claude, Cursor, and ChatGPT, allowing users to query its SPX dealer-positioning archive and run backtests through natural language. Free tools give access to finished-session data including gamma flip levels, call/put walls, OHLC, and net-gamma percentiles without requiring an API key. A separate set of credit-metered Lab tools enables users to compile plain-language trading ideas into testable rules and run them through a backtesting and optimization pipeline powered by LightGBM. Authentication is handled via bearer token for CLI and Cursor users, while claude.ai uses an OAuth flow with PKCE for header-free environments. The server exposes only historical, finished-session data and not live positioning, and the platform notes that very few tested rules have survived out-of-sample holdout evaluation.
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