# QuantRisk

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

- name: dev.quantrisk/mcp-server
- version: 1.0.2
- connection class: R0 (autonomous)
- trust: 88/100
- quality: 71/100 (needs work)
- owner: not claimed
- descriptor: https://api.protogrid.dev/v1/servers/dev.quantrisk%2Fmcp-server
- tools: https://api.protogrid.dev/v1/servers/dev.quantrisk%2Fmcp-server/tools

**An agent can connect right now, no human step.** Remote endpoint, no authentication, reachable on the last probe.

## Connection (mcpServers)

```json
{
  "mcpServers": {
    "quantrisk": {
      "type": "http",
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}
```


## Trust

- hygiene: 100
- liveness: 99
- freshness: 65
- provenance: 85
- drivers: +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.

## Quality 71/100 (needs work)

### protocol: 75 (weight 25)

- warn `protocol.modern`: newest supported version is 2025-11-25; 2026-07-28 not supported, older versions are deprecated until 2027-07-28
- n/a `protocol.stateless`: only applies to 2026-07-28 servers
- pass `protocol.transport`: streamable HTTP
- n/a `protocol.list_ttl`: only applies to 2026-07-28 servers

### authorization: n/a (weight 15)

- n/a `auth.prm`, `auth.as_metadata`, `auth.cimd`: no remote uses OAuth
- n/a `auth.secret_in_url`: no templated URL

### tool hygiene: 71 (weight 30)

- pass `tools.descriptions`: every tool has a description
- pass `tools.description_length`: descriptions are concise
- pass `tools.schemas`: every tool has an object input schema
- fail `tools.annotations`: no tool declares readOnlyHint or destructiveHint, so clients cannot tell safe calls from risky ones
- fail `tools.directory_hints`: no 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); …
- pass `tools.token_cost`: about 4,481 tokens to load every tool
- pass `tools.api_dump`: tools are not a one-to-one API dump

### stability: 100 (weight 15)

- pass `stability.changes`: no tool changes in 30 days
- pass `stability.rug_pull`: no tool changed its meaning under the same name

### dependencies: 33 (weight 15)

- fail `deps.known_vulns`: 2 advisories to act on (malicious, or rated high or critical with a fix available): GHSA-29qv-4j9f-fjw5 in mathjs@13.2.3 (direct, fixed in 15.2.0), GHSA-jvff-x2qm-6286 in mathjs@13.2.3 (direct, fixed in 15.2.0)
- fail `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 later
- pass `deps.resolvable`: @quantrisk/mcp-server@1.0.2 resolved: 137 packages

- tools: 10, about 4,481 tokens to load them all
- tool set hash: 499876a0b3235726b976c2353ab80f5d
- badge: [![protogrid quality](https://protogrid.dev/badge/dev.quantrisk/mcp-server.svg)](https://protogrid.dev/servers/dev.quantrisk/mcp-server)
- Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed.

### Tool changes

_No tool definition changes recorded._

## Dependencies

- npm @quantrisk/mcp-server@1.0.2: resolved, 136 dependencies, MCP SDK @modelcontextprotocol/sdk 1.30.1
  - GHSA-6qxp-vccf-f47h (high) in `` @modelcontextprotocol/sdk@1.30.1 ``, direct, fixed in `` 1.31.0 ``, advisory summary: "MCP TypeScript SDK: OAuth client could send credentials to an authorization server chosen by the MCP server" https://osv.dev/vulnerability/GHSA-6qxp-vccf-f47h
  - GHSA-29qv-4j9f-fjw5 (high) in `` mathjs@13.2.3 ``, direct, fixed in `` 15.2.0 ``, advisory summary: "Unsafe object property setter in mathjs" https://osv.dev/vulnerability/GHSA-29qv-4j9f-fjw5
  - GHSA-jvff-x2qm-6286 (high) in `` mathjs@13.2.3 ``, direct, fixed in `` 15.2.0 ``, advisory summary: "mathjs Allows Improperly Controlled Modification of Dynamically-Determined Object Attributes" https://osv.dev/vulnerability/GHSA-jvff-x2qm-6286

Dependency graphs from deps.dev; advisories from OSV.dev, including the GitHub Advisory Database and the PyPI Advisory Database; all CC BY 4.0.

## Remotes

- https://quantrisk-mcp.quantrisk.workers.dev/mcp (streamable-http, auth none, reachable true, uptime30d 0.9823009)

## Packages

- npm @quantrisk/mcp-server@1.0.2 secrets: QUANTRISK_API_KEY

## Tools (10)

- `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).