dev.quantrisk/mcp-server

up checked 2026-11-11T07:37:45.086Z

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Publisher-provided title

QuantRisk

Publisher-provided description

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

Summary by lookupd

Runs portfolio risk analytics such as VaR, Greeks, Monte Carlo simulation, optimization, correlation, and stress testing on market data.

Install

Claude Code, remote (streamable-http)

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

Claude Code, npm package (stdio)

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

Codex, remote (streamable-http)

codex mcp add server --url https://quantrisk-mcp.quantrisk.workers.dev/mcp

Codex, npm package (stdio)

codex mcp add server -- npx -y @quantrisk/mcp-server

Cursor, remote (streamable-http) → .cursor/mcp.json

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

Cursor, npm package (stdio) → .cursor/mcp.json

{
  "mcpServers": {
    "server": {
      "command": "npx",
      "args": [
        "-y",
        "@quantrisk/mcp-server"
      ]
    }
  }
}

Other clients: docs. Or tell your agent: Set up lookupd for me: read https://lookupd.com/agent.md and follow it.

Tools (10 tools)

Publisher-provided text

• 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

Details

• Version: 1.0.2
• Transports: streamable-http, stdio
• Uptime (7 days): 100%
• Median latency: 369 ms
• First indexed: 2026-11-01T09:01:29.360Z
• Last seen in registry: 2026-11-01T09:01:29.360Z
• Repository: https://github.com/78degrees/mcp-server
• Website: https://quantrisk.dev

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