dev.quantrisk/mcp-server

pkg:npm:@quantrisk/mcp-server

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

transport:: remote + stdio
credential class:: self-provisionable
repo:: https://github.com/78degrees/mcp-server

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Tools

analyze_risk
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
shallow
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.
shallow
compare_portfolios
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
shallow
correlation_matrix
Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
shallow
monte_carlo_simulation
Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
shallow
optimize_portfolio
Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
shallow
performance_attribution
Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
shallow
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.
shallow
sector_exposure
Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
shallow
stress_test
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
shallow

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