Shibui Finance is built and maintained by Chris Richter, an independent software engineer based in Berlin. It is a bootstrapped project, not a venture-backed company. The same person designs the data pipeline, writes the MCP server, and answers the support email.
How it is built
The whole stack runs on open Python and data tooling. A daily ETL job pulls end-of-day prices, fundamentals, valuations, and SEC filing metadata from licensed and public sources, loads them into PostgreSQL, and transforms them with dbt into clean, queryable tables. The MCP server exposes that database to Claude through a single read-only query tool. There is no proprietary data feed and no black box: the data sources page lists every provider, the coverage window, and the refresh cadence.
Why it exists
Most financial tools either keep their methods opaque or hand you a dropdown that only sees today's value. Shibui was built around one idea: let people ask a real question in plain English and get the actual numbers back, with the query Claude ran shown alongside the answer. You can always check the work. The guides and examples show what that looks like in practice.
Honest about the data
The harder commitment is being honest about the data itself. Shibui runs on tier-3 data providers, not Bloomberg or Refinitiv. Coverage is US equities only, end-of-day, split-adjusted but not dividend-adjusted, and the price history is survivor-biased because delisted tickers drop out over time. The site states all of this plainly, on the data page and in every guide, because a screening tool that oversells its inputs is worse than no tool. Shibui returns data, never financial advice.
Get in touch
Questions about coverage, a correction, or a feature request reach the person who built it: chris@shibui.finance. You can follow development on the blog, X, GitHub, and LinkedIn.