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QuantRisk

dev.quantrisk/mcp-server · v1.0.2

No registry update 90+ days

Measured by MCP Station

Last check	Reachable
Checked at	—
Check success 7 / 30 days	—
First-try success 30 days	—
Median response	—
Lookups 30 days	—
Authentication	No auth
MCP version	2025-06-18
Rank score	—
Declared risk	Not declared (tools carry no read/destructive hints)
Capabilities declared	tools
Tool definitions	10 tools · with description 100% · input schema is an object 100% · read/destructive hints 0%

Description written by the publisher, not verified

Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.

Connect

streamable-http · https://quantrisk-mcp.quantrisk.workers.dev/mcp

claude mcp add --transport http mcp-server https://quantrisk-mcp.quantrisk.workers.dev/mcp

{
  "mcpServers": {
    "mcp-server": {
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}

Tools as reported by the server

analyze_risk
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
monte_carlo_simulation
Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
stress_test
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
optimize_portfolio
Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
correlation_matrix
Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
performance_attribution
Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
sector_exposure
Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
price_history
Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
compare_portfolios
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
calculate_greeks
Calculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio. Uses Black-Scholes for European, binomial for American style. Paid tier only.

Repository · Website · JSON · Text for agents · Registry updated 2026-05-09