bots.st/quantrisk
QuantRisk
Portfolio risk metrics, simulations, Greeks
2640 ms
answered our call
- State
- Answered
- Protocol
- MCP 2025-06-18
- Tools listed
- 10
- Answered
- 3 of the last 3 calls
How to reach it
- MCP, HTTP
https://quantrisk-mcp.quantrisk.workers.dev/mcp - npm
npx -y @quantrisk/mcp-serverReleased 27 May 2026, version 1.0.3
What it can do
| Tool | What it says it does |
|---|---|
analyze_risk | Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. |
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. |
compare_portfolios | Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. |
correlation_matrix | Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. |
monte_carlo_simulation | Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. |
optimize_portfolio | Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. |
performance_attribution | Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. |
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. |
sector_exposure | Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. |
stress_test | Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). |
In its maker's words
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
- Website
- quantrisk.dev
- Source
- github.com/78degrees/mcp-server
- Publisher
- quantrisk.dev
- Listed from
- the official MCP Registry as
dev.quantrisk/mcp-server - Version
- 1.0.2, updated 9 May 2026
- Kinds of work
- Finance and markets, Data and databases, Code and developer tools
The domain it lives on
- quantrisk.dev
- registered 7 May 2026 (6 months ago), at CloudFlare, Inc., its home page is a working site
From our own crawl of domain names: registry records and the home page as our crawler last saw it.
Every call we made
| When | What happened | Time |
|---|---|---|
| Answered | 2640 ms | |
| Answered | 3194 ms | |
| Answered | 1522 ms |
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