The QuantConnect MCP Server is a production-ready Model Context Protocol server designed to integrate QuantConnect's research environment, statistical analysis, and portfolio optimization into AI workflows. Locally hosted, it emphasizes an async-first architecture for high performance and a SHA-256 authenticated API for secure communications with QuantConnect. The server supports natural language interaction with AI clients, enabling seamless tool usage through conversational interfaces. Out of the box, it provides a comprehensive set of capabilities: full project lifecycle management (create/read/update/compile and manage QuantConnect projects and files), end-to-end backtesting (compile projects, create backtests, read detailed results, and analyze charts, orders, and insights), live trading management (deploy, monitor, liquidate, and control live algorithms with runtime statistics and logging), access to historical and alternative data, and advanced analytics (PCA, Engle-Granger cointegration tests, mean-reversion analysis, and correlation studies). It also includes portfolio optimization (sparse optimization with risk minimization), universe selection (asset screening and ETF constituent analysis), and robust system resources and monitoring. All of these are designed to facilitate AI-native interaction with QuantConnect tools while maintaining enterprise-grade security and a high-performance core.