Quantrisk

Name: Quantrisk
Author: 78degrees

@78degrees

关于 Quantrisk

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

基本信息

分类

金融与商务

传输方式

stdio

发布者

78degrees

提交者

78degrees

配置

使用下面的配置,将此服务器添加到你的 MCP 客户端。

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

工具

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

概览

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.