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QuantRisk

dev.quantrisk/mcp-server

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

healthy

status

tools exposed

1617ms

connect latency

a4881db27fc2

schema fingerprint

Tools (10)

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.

Endpoint

https://quantrisk-mcp.quantrisk.workers.dev/mcp
Category: Finance & Data · Last checked: 2026-08-15T09:22:25Z

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