mcp server
QuantRisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Description as published by the maintainer. Source
- version 1.0.2
- slowing
- analytics
slowing — Most recent push to the repository was 2026-05-26. Dashed tags are derived by ZBS Index from the published description, not stated by the maintainer.
What this server can do
10 functions, named and described by the server itself. Parameter names are shown because they say more about what a function does than its name usually does.
analyze_risk(method, benchmark, positions, horizon_days, lookback_days, confidence_level)- Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. Required: positions.
calculate_greeks(options, risk_free_rate)- 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. Required: options.
compare_portfolios(portfolios, period_days, confidence_level)- Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. Required: portfolios.
correlation_matrix(method, tickers, lookback_days)- Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. Required: tickers.
monte_carlo_simulation(seed, model, num_paths, positions, horizon_days, lookback_days)- Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. Required: positions.
optimize_portfolio(tickers, objective, constraints, lookback_days, target_return, risk_free_rate)- Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. Required: tickers.
performance_attribution(benchmark, positions, period_days, risk_free_rate)- Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. Required: positions.
price_history(days, tickers, interval)- Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days. Required: tickers.
sector_exposure(positions)- Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. Required: positions.
stress_test(positions, scenarios, custom_shocks)- Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). Required: positions.
Last successful function declaration observed on . Source: https://quantrisk-mcp.quantrisk.workers.dev/mcp. We list what the server declared; we do not call any of these functions.
Endpoint status observed on . Source: https://quantrisk-mcp.quantrisk.workers.dev/mcp.
Signals
These are separate measurements of different things. They are deliberately not combined into one score, because a popularity number that mixes website traffic with saves and stars cannot be checked or acted on.
| Signal | Value | What it measures | Window | Observed | Source |
|---|---|---|---|---|---|
| GitHub stars | 2 | Number of GitHub accounts that bookmarked this repository since it was created. It is a bookmark count, not installs, not active users and not quality. | cumulative, all time | GitHub | |
| Last commit | 2026-05-26 | Date of the most recent push to any branch. This is the strongest cheap indicator of whether the project is still maintained. | point in time | GitHub | |
| Open issues | 0 | Open issues plus open pull requests, as GitHub counts them together. A high number can mean an active project or an abandoned one. | as of fetch | GitHub | |
| Package downloads | 89 downloads | Package downloads from the npm registry in this window. Includes continuous integration runs, mirrors and automated installs, so it overstates the number of human users. | 2026-07-30 to 2026-08-05 | npm | |
| Latest published version | 1.0.2 | Latest version string the maintainer published to the registry. | as of fetch | Model Context Protocol | |
| Registry record last updated | 2026-05-09 | When the registry record was last updated by its maintainer. | point in time | Model Context Protocol | |
| License | MIT | Licence GitHub detected in the repository. Detection can be wrong; the LICENSE file is authoritative. | as of fetch | GitHub | |
| First listed in the MCP Registry | 2026-05-09 | Date this server was first published to the official MCP Registry. Not a usage or quality measure. | point in time | Model Context Protocol | |
| repository status | active | The repository exists on GitHub and is not archived. This says nothing about how recently it was worked on. | as of fetch | GitHub | |
| mcp tools declared | 10 tools | Number of functions the server itself declared when asked to list them. This is what the server offers an agent, not a measure of how well any of them work. | as of probe | quantrisk-mcp.quantrisk.workers.dev | |
| mcp endpoint status | ok | The server listed 10 functions when asked. | as of probe | quantrisk-mcp.quantrisk.workers.dev |
Where to get it
Also from 78degrees
-
io.github.78degrees/ghosthunt
— last commit 2026-05-31
Find every leaked secret on your machine — API keys in .env files, shell history, and configs.
-
io.github.78degrees/quantrisk
— last commit 2026-05-26
Portfolio risk analytics MCP server — VaR, Monte Carlo, stress testing, and more.
This record as data
Every field on this page, with its source and observation date, is in the catalog JSON. Fetch the whole kind at once instead of parsing this HTML.
GET /api/v1/entries/mcp_server.json