Back to search
100
MCP live v1.0.2 MCP 2025-11-25 streamable-http

QuantRisk

dev.quantrisk/mcp-server

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

Uptime
100.0%
1 direct probes · 30d
Response
271ms
last probe
Tools
10
callable
Resources
0
readable
Prompts
0
available
Primary URL
https://quantrisk-mcp.quantrisk.workers.dev/mcp

Tools · 10

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.

How to use

Add to your Claude Desktop / Cursor / Cline MCP config:

{
  "mcpServers": {
    "quantrisk": {
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
      "transport": "streamable-http"
    }
  }
}