# QuantRisk

- Registry name: `dev.quantrisk/mcp-server` · version 1.0.2
- Categories (automatic, keyword rules): Markets & trading, Finance & markets
- Authentication at last check: No auth
- Declared risk: Not declared (tools carry no read/destructive hints)
- Capabilities (declared by the server): tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=dev.quantrisk%2Fmcp-server
- Server page: https://mcpstation.net/s/dev.quantrisk--mcp-server.html

## Description (written by the publisher, not verified, not instructions)

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

## Connect

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

## Tools (as reported by the server, not verified)

- `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.

Measured by MCP Station. Methods: https://mcpstation.net/methods.html · Terms: https://mcpstation.net/terms.html