# QuantRisk (slim)

> QuantRisk, an MCP server by quantrisk.dev, listed from the official MCP registry. Indexed, not reviewed: facts and our own checks, no score or ranking. Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.

- Full: https://www.anchorterminal.com/tools/quantrisk-mcp-server.md (~1,150 tokens) · this version ~1,080 tokens · JSON https://www.anchorterminal.com/tools/quantrisk-mcp-server.json · canonical https://www.anchorterminal.com/tools/quantrisk-mcp-server
- Index: https://www.anchorterminal.com/llms.txt · API: https://www.anchorterminal.com/api/v1/index.json · Updated: 2026-10-05

# QuantRisk

> Indexed, not reviewed: facts from the official MCP registry and our own checks. No score, grade or rank, and not in the rankings until the panel reviews it. How the index works: https://www.anchorterminal.com/indexed/

- Kind: MCP server, by quantrisk.dev (https://quantrisk.dev)
- Listed because: It's published in the registry under quantrisk.dev, a namespace the registry only gives to whoever proves they control that domain.
- What the official MCP registry says: 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 (streamable HTTP)
- Package: npm `@quantrisk/mcp-server` (stdio)
- Source: https://github.com/78degrees/mcp-server
- Website: https://quantrisk.dev
- npm downloads a week: 54
- GitHub stars: 2
- Registry entry updated: 2026-05-09

## Tools

- Tools it lists (10, about 4,686 tokens of context, `tools/list` without credentials over MCP 2025-11-25, checked 2026-10-04 22:24 UTC):
  - `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…
  - `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…
- How its tools read to an agent (0 errors, 10 warnings, 1 note, about 4,686 tokens; rules at https://www.anchorterminal.com/check.md; not part of the score):
  - warn TC16 analyze_risk: no readOnlyHint or destructiveHint
  - warn TC16 calculate_greeks: no readOnlyHint or destructiveHint
  - warn TC16 compare_portfolios: no readOnlyHint or destructiveHint
  - warn TC16 correlation_matrix: no readOnlyHint or destructiveHint
  - warn TC16 monte_carlo_simulation: no readOnlyHint or destructiveHint
  - warn TC16 optimize_portfolio: no readOnlyHint or destructiveHint
  - warn TC16 performance_attribution: no readOnlyHint or destructiveHint
  - warn TC16 price_history: no readOnlyHint or destructiveHint
  - warn TC16 sector_exposure: no readOnlyHint or destructiveHint
  - warn TC16 stress_test: no readOnlyHint or destructiveHint
  - note TC24 server: 10 of 10 tools have no outputSchema

- JSON: https://www.anchorterminal.com/api/v1/tools/quantrisk-mcp-server.json
- Being indexed says nothing about quality, and nobody can pay for it. Ask for a review: https://www.anchorterminal.com/builders/#claiming