Build Finance Agents with Claude Code + Alpha Vantage MCP

Added: 2026-05-24

[00:00:00]AI coding agents have become advanced enough that with the right tools, you can turn any workflow idea into a fully autonomous agent in minutes. In this video, we're going to build a fully automated AI agent that pulls live market data using the Alpha Vantage MCP server and then sends a personalized portfolio briefing to my inbox every weekday at 6:00 a.m. This should only take a few minutes and can be handled entirely by Claude Code. Let's get into it. First things first, let's take 30 seconds to connect to the Alpha Vantage MCP server in Claude. Navigate to claude.ai and click on this customize tab. Then click on connectors and add custom connector.

[00:00:45]Give the connector a name and add in this remote MCP server URL. Just make sure your URL includes your Alpha Vantage API key. You can get one for free on our website. It only takes 30 seconds and the link is in the description. Once you've added in your URL, you can click add and you should be all ready to go. If you want, you can verify the connection by starting a new chat, clicking on this plus sign, and seeing if Alpha Vantage is listed under connectors. Now that we're connected, let's navigate over to Claude Code and get started. All right, so I've opened up a new session on Claude Code. First, let me quickly test to make sure the Alpha Vantage MCP server is connected.

[00:01:34]Great. Claude confirms it has full access to the Alpha Vantage tools. Now, let's build the agent. We're actually going to somewhat oneshot this entire process. Here is the prompt. We're just explaining the project in plain English and giving Claude some extra details it will need such as the stocks in my portfolio and the type of analysis we would like covered in the morning newsletter. My portfolio includes Nvidia, Meta, Google, Seagate, and Cloudflare. I'd like to know about any recent price and volume movements. I also want to use Alpha Vantage's market news and sentiment API to pull the latest relevant news stories concerning my portfolio. To make sure I don't miss anything important, I'd also like to quantify the broader market sentiment around my positions. I'm going to ask Claude to pull news sentiment scores and the recent put call ratios to gauge both how the media and options market is feeling about these particular equities.

[00:02:31]Lastly, I'd like the newsletter to let me know if any of the stocks in my portfolio are approaching earnings. I'm keeping it pretty simple for this agent, but Claude can conduct some pretty in-depth analysis using the Alpha Vantage MCP server. So, feel free to ask for some more complex metrics. I'm also going to advise Claude on the infrastructure of the build. I'm recommending Claude to use its routines capability for scheduling and to use resend.com as an email forwarding service. I already went to resend.com to get an API key, which only takes about a minute. Also, I know that often claude code agents cannot call external apps like resend directly due to network restrictions. So, I set up a relay repository that receives a GitHub dispatch event and forwards it to resend. I'm giving Claude all the necessary information to use this relay repository here. If you also want to make this specific build and you are running into routing issues, you can just ask Claude to help you set up a relay repository in GitHub. It will walk you through the process step by step.

[00:03:34]Again, this should only take a few minutes. All right, with all that information, we are ready to click enter and see what Claude builds. Obviously, in this session, I am redacting the keys for the sake of the video, but I'll do some editing work to make sure Claude knows my real keys when I click submit.

[00:03:52]All right, so Claude will now get to work on the build. This entire generation process only took four or five minutes, and all I had to do was click through a few confirmations. I'm speeding up the pace a bit for the sake of the video, but feel free to slow the video down or pause at any point to see exactly what Claude is saying.

[00:04:19]All right, Claude is telling us that it successfully set up the logic and triggered a test run. It's giving us a link to the routine where hopefully we can watch the task running live. Let's copy this URL and head back over to our browser.

[00:04:38]Great. We can see here that the morning portfolio briefing routine has been built. Today is Friday and we can see that it's scheduled to run next Monday morning at 6:00 a.m. We can see our instructions here and we can see that the test run has been initiated. Let's click on the test run to see the agent working in real time.

[00:04:59]We can see here that the agent is loading the Alpha Vantage MCP tool schemas and preparing to pull the requested data. Once again, I'm going to speed up this process a bit, but the real run takes about 5 minutes. We can see that Claude has successfully pulled the data and written the newsletter, and our agent is now preparing to send the payload through our GitHub relay.

[00:05:21]And there we go. We receive confirmation that the email was dispatched successfully and it should be waiting for me in my inbox.

[00:05:29]I've navigated to my inbox and here we can see that 1 minute ago we did indeed receive our morning briefing as requested. Here's the market sentiment overview. We can see that the option market is feeling bullish about Nvidia, Meta, and Google, bearish on Seagate, and neutral on Cloudflare this afternoon. Next, we get a company by company summary of all the key data points we requested. We can see here that Nvidia has had a very strong week.

[00:05:58]And here we can see two important recent news stories involving Nvidia. We see all the other stocks in our portfolio have a similar section.

[00:06:07]So obviously this is only the beginning.

[00:06:10]Even with this project, you could easily upgrade the agent to conduct far deeper analysis, deliver custom HTML formatted emails, or even scan the market to suggest trade ideas. Claude Code is an incredible tool, and pairing it with secure real-time financial data from the Alpha Vantage MCP server opens up a world of opportunities. We can't wait to see what you build.