QuantRisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Connect it
Settings → Connectors → Add custom connector
URL: https://quantrisk-mcp.quantrisk.workers.dev/mcpSettings → Apps & Connectors → Advanced → Developer mode
Create connector with URL: https://quantrisk-mcp.quantrisk.workers.dev/mcp{
"mcpServers": {
"mcp-server": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}claude mcp add --transport http mcp-server https://quantrisk-mcp.quantrisk.workers.dev/mcp{
"servers": {
"mcp-server": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"mcp-server": {
"command": "npx",
"args": [
"-y",
"@quantrisk/mcp-server@1.0.2"
],
"env": {
"QUANTRISK_API_KEY": "<value>"
}
}
}
}claude mcp add mcp-server -- npx -y @quantrisk/mcp-server@1.0.210 tools, verified live
analyze_riskCalculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
monte_carlo_simulationRun Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
stress_testStress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
optimize_portfolioFind the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
correlation_matrixCompute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
performance_attributionBreak down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
sector_exposureBreak down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
price_historyFetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
compare_portfoliosCompare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
calculate_greeksCalculate 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.
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