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Quantrisk MCP Server

@78degrees

リポジトリ

基本情報

カテゴリ

金融とコマース

トランスポート

stdio

作者

78degrees

投稿者

78degrees

Quantrisk MCP Server について

Portfolio risk analytics MCP server — VaR, Monte Carlo simulation, stress testing, portfolio optimization, options Greeks, and correlation analysis. Real market data via Yahoo Finance. Free tier available, Pro at $29/mo.

#finance#risk#portfolio#trading#analytics#monte-carlo

Quantrisk MCP Server の設定

以下の設定を使って、このサーバーを MCP 対応クライアントに追加してください。

{
  "mcpServers": {
    "quantrisk": {
      "command": "quantrisk-mcp-server",
      "env": {
        "QUANTRISK_API_KEY": "your-api-key"
      }
    }
  }
}

Quantrisk MCP Server のツール

10

VaR, CVaR, volatility, Sharpe ratio, max drawdown

Forward-looking return simulations with configurable paths

Portfolio impact under historical and hypothetical scenarios

Historical price and return data for any supported ticker

Sector and industry breakdown across holdings

Return attribution by asset, sector, and factor

Cross-asset correlation analysis

Mean-variance and risk-parity optimization

Side-by-side risk/return comparison of multiple portfolios

Options Greeks — delta, gamma, theta, vega, rho

概要

What is Quantrisk?

Quantrisk provides institutional-grade portfolio risk analytics for Claude and any MCP client. It delivers Value at Risk, Monte Carlo simulations, stress testing, portfolio optimization, options Greeks, and correlation matrices using real market data from Yahoo Finance.

How to use Quantrisk?

Install the package globally via npm, add the Quantrisk MCP server configuration with your API key to Claude Desktop (or another MCP client), then ask Claude natural language questions about portfolio risk. Configure by setting the QUANTRISK_API_KEY environment variable and specifying the quantrisk-mcp-server command.

Key features of Quantrisk

  • VaR, CVaR, volatility, Sharpe ratio, and max drawdown
  • Forward-looking Monte Carlo simulations with configurable paths
  • Portfolio stress testing under historical and hypothetical scenarios
  • Sector and industry exposure breakdown across holdings
  • Cross-asset correlation matrix analysis
  • Mean-variance and risk-parity portfolio optimization (Pro tier)

Use cases of Quantrisk

  • Evaluate Value at Risk for a multi-asset portfolio
  • Run Monte Carlo simulations to assess potential portfolio outcomes
  • Stress test a portfolio against the 2008 financial crisis or rate shocks
  • Compare risk-adjusted returns of 60/40 vs. all-weather portfolios

よくある質問

1

What data sources does Quantrisk use?

Market data is sourced from Yahoo Finance in real time. Prices, fundamentals, and options chains are fetched live.

2

Is my portfolio information stored or retained?

No data is stored. No portfolio information is retained after a request completes.

3

What is the difference between Free and Pro tiers?

Free supports 20 positions, 50 API calls/day, 7 tools, and 1,

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