Not reviewed
No score, grade or rank. This listing is facts from the official MCP registry and our own checks, and it stays out of the rankings until the panel reviews it.
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Facts
- MCP registry
dev.quantrisk/mcp-server· 1.0.2- Endpoint
https://quantrisk-mcp.quantrisk.workers.dev/mcp- Packages
npm@quantrisk/mcp-server stdio- Website
- quantrisk.dev
- npm / week
- 54
- GitHub stars
- 2
- Registry entry
- updated 9 May 2026
From the official MCP registry, the package registries and our own checks. JSON · Markdown
Why it's listed
- It's published in the registry under quantrisk.dev, a namespace the registry only gives to whoever proves they control that domain.
Being indexed says nothing about quality, and nobody can pay for it. Is this yours? Ask for a review.
Tools it lists 10 · about 4,686 tokens of context · checked 57 minutes ago
| Tool | What it does | Hint |
|---|---|---|
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. |
What https://quantrisk-mcp.quantrisk.workers.dev/mcp answered to tools/list, asked without credentials over MCP 2025-11-25. The token figure is the size of the list as sent, divided by four; a model sees about that much before it calls anything. Full definitions, input schemas included, are in the listing's JSON under mcpTools.
How its tools read to an agent 0 errors · 10 warnings · 1 note
- warnTC16analyze_riskno readOnlyHint or destructiveHint
- warnTC16calculate_greeksno readOnlyHint or destructiveHint
- warnTC16compare_portfoliosno readOnlyHint or destructiveHint
- warnTC16correlation_matrixno readOnlyHint or destructiveHint
- warnTC16monte_carlo_simulationno readOnlyHint or destructiveHint
- warnTC16optimize_portfoliono readOnlyHint or destructiveHint
- warnTC16performance_attributionno readOnlyHint or destructiveHint
- warnTC16price_historyno readOnlyHint or destructiveHint
- warnTC16sector_exposureno readOnlyHint or destructiveHint
- warnTC16stress_testno readOnlyHint or destructiveHint
- noteTC24server10 of 10 tools have no outputSchema
The checks from /check and anchor check, run each day on the list above: about 4,686 tokens of definitions. Not part of the score yet. Check your own server.