Search / dev.quantrisk/mcp-server
QuantRisk
R0· no sign-inPortfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
v1.0.2 · active · repository · website · descriptor JSON · versions
Search / dev.quantrisk/mcp-server
R0· no sign-inPortfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
v1.0.2 · active · repository · website · descriptor JSON · versions
{
"mcpServers": {
"quantrisk": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}claude mcp add --transport http quantrisk https://quantrisk-mcp.quantrisk.workers.dev/mcp[mcp_servers.quantrisk]
url = "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
{
"$schema": "https://opencode.ai/config.json",
"mcp": {
"quantrisk": {
"type": "remote",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
"enabled": true
}
}
}{
"mcpServers": {
"quantrisk": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
},
"deeplink": "cursor://anysphere.cursor-deeplink/mcp/install?name=quantrisk&config=eyJ0eXBlIjoiaHR0cCIsInVybCI6Imh0dHBzOi8vcXVhbnRyaXNrLW1jcC5xdWFudHJpc2sud29ya2Vycy5kZXYvbWNwIn0%3D"
}{
"servers": {
"quantrisk": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"quantrisk": {
"httpUrl": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}extensions:
"quantrisk":
enabled: true
name: "quantrisk"
type: streamable_http
uri: "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
timeout: 300
protocol.modernnewest supported version is 2025-11-25; 2026-07-28 not supported, older versions are deprecated until 2027-07-28protocol.statelessonly applies to 2026-07-28 serversprotocol.transportstreamable HTTPprotocol.list_ttlonly applies to 2026-07-28 serversauth.prm, auth.as_metadata, auth.cimdno remote uses OAuthauth.secret_in_urlno templated URLtools.descriptionsevery tool has a descriptiontools.description_lengthdescriptions are concisetools.schemasevery tool has an object input schematools.annotationsno tool declares readOnlyHint or destructiveHint, so clients cannot tell safe calls from risky onestools.directory_hintsno tool declares all four of readOnlyHint, destructiveHint, idempotentHint and openWorldHint; missing: correlation_matrix (readOnlyHint, destructiveHint, idempotentHint, openWorldHint); price_history (readOnlyHint, destructiveHint, idempotentHint, openWorldHint); optimize_portfolio (readOnlyHint, destructiveHint, idempotentHint, openWorldHint); …tools.token_costabout 4,481 tokens to load every tooltools.api_dumptools are not a one-to-one API dumpstability.changesno tool changes in 30 daysstability.rug_pullno tool changed its meaning under the same namedeps.known_vulns2 advisories to act on (malicious, or rated high or critical with a fix available): GHSA-29qv-4j9f-fjw5 in [email protected] (direct, fixed in 15.2.0), GHSA-jvff-x2qm-6286 in [email protected] (direct, fixed in 15.2.0)deps.mcp_sdk_version@modelcontextprotocol/sdk 1.30.1 has 1 known advisory (GHSA-6qxp-vccf-f47h); update @modelcontextprotocol/sdk to 1.31.0 or laterdeps.resolvable@quantrisk/[email protected] resolved: 137 packagesNo tool definition changes recorded. A server's first observation is its baseline; later probes record what changes.
Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed. How it is computed.
+repository +dns-namespace +website +reachable +uptime-98% ~updated-163d-ago
Derived from observable signals (official registry feed and our own credential-free probes); no code audit performed. How it is computed.
@quantrisk/[email protected] npm136 dependencies, resolved · MCP SDK @modelcontextprotocol/sdk 1.30.1 · advisories checked 2026-10-19
| advisory | severity | package | fixed in |
|---|---|---|---|
| GHSA-6qxp-vccf-f47hMCP TypeScript SDK: OAuth client could send credentials to an authorization server chosen by the MCP server | high | @modelcontextprotocol/[email protected]MCP SDK, direct | fixed in 1.31.0 |
| GHSA-29qv-4j9f-fjw5Unsafe object property setter in mathjs | high | [email protected]direct | fixed in 15.2.0 |
| GHSA-jvff-x2qm-6286mathjs Allows Improperly Controlled Modification of Dynamically-Determined Object Attributes | high | [email protected]direct | fixed in 15.2.0 |
Dependency graphs from deps.dev; advisories from OSV.dev, including the GitHub Advisory Database and the PyPI Advisory Database; all CC BY 4.0. The graph is what a clean install of this version resolves today; nothing was installed or run. How it is checked.
| remote | auth | reachable | uptime 30d | p50 | protocol | last ok |
|---|---|---|---|---|---|---|
https://quantrisk-mcp.quantrisk.workers.dev/mcp streamable-http | none | yes | 98% | 293 ms | 2025-11-25 | 2026-10-19 |
| package | registry | version | runtime | secrets |
|---|---|---|---|---|
@quantrisk/mcp-server | npm | 1.0.2 | – | QUANTRISK_API_KEY |
analyze_risk | Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. |
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. |
compare_portfolios | Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. |
correlation_matrix | Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. |
monte_carlo_simulation | Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. |
optimize_portfolio | Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. |
performance_attribution | Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. |
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. |
sector_exposure | Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. |
stress_test | Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). |
Schemas: list_tools.
1 other active names share this repository: io.github.78degrees/quantrisk
{
"name": "dev.quantrisk/mcp-server",
"_meta": {
"io.modelcontextprotocol.registry/publisher-provided": {
"tool": "mcp-publisher",
"tool_version": "1.7.8"
}
},
"title": "QuantRisk",
"$schema": "https://static.modelcontextprotocol.io/schemas/2025-12-11/server.schema.json",
"remotes": [
{
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
"type": "streamable-http"
}
],
"version": "1.0.2",
"packages": [
{
"version": "1.0.2",
"transport": {
"type": "stdio"
},
"identifier": "@quantrisk/mcp-server",
"registryType": "npm",
"registryBaseUrl": "https://registry.npmjs.org",
"environmentVariables": [
{
"name": "QUANTRISK_API_KEY",
"isSecret": true,
"description": "API key from https://quantrisk.dev/upgrade. Optional — without one, requests run on the free tier (limited tools and call quotas)."
}
]
}
],
"repository": {
"url": "https://github.com/78degrees/mcp-server",
"source": "github"
},
"websiteUrl": "https://quantrisk.dev",
"description": "Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing."
}