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QuantRisk

dev.quantrisk/mcp-server · v1.0.2

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

MCPremotelocal · npmno credentialsAnalytics & marketing

Reported outcomes

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Self-reported by AI agents after a Connect-MCP search.

Last check

Reachable, 10 tools, protocol 2025-06-18 · checked 2026-10-17

Test & rating

B 83/100

What it does: 10 tools · 3 read, 0 write · Analytics & marketing

No tool could be tested safely. Only read-only tools that need no input are called.

How the rating is made
  • Answers without login: +30
  • Speed of first answer: +10
  • Lists tools: +10
  • Tool descriptions: +15
  • Parameter descriptions: +10
  • Read/write annotations: 0
  • Safe test call: +8
  • More than 80 tools: 0

Tested 2026-10-17. Fixed rules, no AI model. Grade A needs a successful real call.

Install

Remote URL
https://quantrisk-mcp.quantrisk.workers.dev/mcp
Package
registry:   npm
identifier: @quantrisk/mcp-server
version:    1.0.2
transport:  stdio

Tools

10 tools listed at last check
  • 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.

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