QuantRisk

Name: QuantRisk
Author: dev.quantrisk

MCP serverMCP

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

by dev.quantriskrepository ↗homepage ↗v1.0.2MIT

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Evidence

Everything here was measured by our prober or read from a registry. Nothing is self-reported.

30-day availability110/110 checks ok

when	check	result	http	latency	detail
4 h ago	mcp initialize	ok	200	93 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
11 h ago	mcp initialize	ok	200	123 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
17 h ago	mcp initialize	ok	200	141 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
24 h ago	mcp initialize	ok	200	22 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
30 h ago	mcp initialize	ok	200	58 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
2 d ago	mcp initialize	ok	200	48 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
2 d ago	mcp initialize	ok	200	34 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
2 d ago	mcp initialize	ok	200	25 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
2 d ago	mcp initialize	ok	200	35 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools
3 d ago	mcp initialize	ok	200	25 ms	server quantrisk 1.0.0 · protocol 2025-06-18 · 10 tools

Tools observed via MCP handshake

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 Informatio
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

Declared by sources

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No long description beyond the summary.

mcpmodel-context-protocolquantitative-financerisk-analyticsportfoliovarvalue-at-riskmonte-carlooptions-greeksstress-testingmarkowitzai-toolsclaudecloudflare-workers

kind Official MCP Registry

name Official MCP Registry

license npm registry

repoUrl Official MCP Registry

summary Official MCP Registry

version Official MCP Registry

description Official MCP Registry

homepageUrl Official MCP Registry

publisherName Official MCP Registry

Provenance

Where this record came from

Every source is kept verbatim. Field changes are logged as events.

Official MCP Registrydev.quantrisk/mcp-server

first seen 1 mo ago · fetched 10 h agoopen ↗

npm registry@quantrisk/mcp-server

first seen 1 mo ago · fetched 15 d agoopen ↗

Official MCP Registryio.github.78degrees/quantrisk

first seen 1 mo ago · fetched 8 h agoopen ↗

Field history (12 recent events)

16 d ago · declared · name → "QuantRisk"
16 d ago · declared · version → "1.0.2"
16 d ago · declared · publisherName → "dev.quantrisk"
16 d ago · declared · description → "Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing."
16 d ago · declared · summary → "Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing."
19 d ago · declared · name → "quantrisk"
19 d ago · declared · summary → "Portfolio risk analytics MCP server — VaR, Monte Carlo, stress testing, and more."
19 d ago · declared · description → "Portfolio risk analytics MCP server — VaR, Monte Carlo, stress testing, and more."
19 d ago · declared · publisherName → "78degrees"
19 d ago · declared · version → "1.0.3"
1 mo ago · observed · packageFacts → {"name":"@quantrisk/mcp-server","registry":"npm","publishedAt":"2026-05-27T01:11:30.070Z","latestVersion":"1.0.3","weekl
1 mo ago · declared · license → "MIT"

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Evidence

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