QuantRisk

dev.quantrisk/mcp-serverVersion 1.0.2

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

Status

Responds349 msNov 14, 2026, 14:27 UTCAnswered our handshake without sign-in.

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Last checked: Nov 14, 2026, 14:27 UTC
Latency: 349 ms
Remotes responding: 1 of 1
Sign-in: No sign-in
Hosting: Hosted outside the EU (detected)
Registry data as of: Nov 14, 2026, 21:12 UTC

Data from the official MCP Registry, checked by run.zero. How we check

Connect

Streamable HTTP

https://quantrisk-mcp.quantrisk.workers.dev/mcpResponds349 msNov 14, 2026, 14:27 UTC

No sign-in

Claude Code

claude mcp add --transport http mcp-server https://quantrisk-mcp.quantrisk.workers.dev/mcp

Claude Desktop and claude.ai

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Settings > Connectors > Add custom connector
Name: mcp-server
Remote MCP server URL: https://quantrisk-mcp.quantrisk.workers.dev/mcp

Cursor

{
  "mcpServers": {
    "mcp-server": {
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}

VS Code

code --add-mcp '{"name":"mcp-server","type":"http","url":"https://quantrisk-mcp.quantrisk.workers.dev/mcp"}'

Streamable HTTP

npm: @quantrisk/mcp-server 1.0.2

Package only

npm (npx)

claude mcp add mcp-server -- npx -y @quantrisk/mcp-server@1.0.2

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Tools

10 tools

Tools of QuantRisk
	Description		Read-only	Idempotent	Open world
`analyze_risk`Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.	Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.	Not declared	Not declared	Not declared	Not declared
`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.	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.	Not declared	Not declared	Not declared	Not declared
`compare_portfolios`Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.	Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.	Not declared	Not declared	Not declared	Not declared
`correlation_matrix`Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.	Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.	Not declared	Not declared	Not declared	Not declared
`monte_carlo_simulation`Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.	Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.	Not declared	Not declared	Not declared	Not declared
`optimize_portfolio`Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.	Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.	Not declared	Not declared	Not declared	Not declared
`performance_attribution`Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.	Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.	Not declared	Not declared	Not declared	Not declared
`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.	Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.	Not declared	Not declared	Not declared	Not declared
`sector_exposure`Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.	Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.	Not declared	Not declared	Not declared	Not declared
`stress_test`Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).	Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).	Not declared	Not declared	Not declared	Not declared

Details

Registry status: Active
Published: May 9, 2026
Updated: May 9, 2026
Website: https://quantrisk.dev/⁠ (opens in a new tab)
Repository: https://github.com/78degrees/mcp-server⁠ (opens in a new tab)
Categories (suggested): Data and analytics Finance and paymentsSuggested categories are assigned automatically from the registry text and may be wrong. Verified operators can correct them.
GDPR: Not declared

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