QuantRisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
| Endpoint | https://quantrisk-mcp.quantrisk.workers.dev/mcp (streamable-http) |
|---|---|
| Registry version | 1.0.2 |
| Now | 10 tools · grade B (89) · pin ts_d201bc28abca5f4adb02db03dc43094c · protocol 2025-06-18 |
| First / last listed | 2026-11-11 02:42 UTC / 2026-11-11 02:42 UTC |
| Grade over time | 2026-11-11: B (89), 10 tools |
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Tools: analyze_risk monte_carlo_simulation stress_test optimize_portfolio correlation_matrix performance_attribution sector_exposure price_history compare_portfolios calculate_greeks
analyze_risk | Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. params: positions*, confidence_level, horizon_days, method, benchmark, lookback_days |
monte_carlo_simulation | Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. params: positions*, num_paths, horizon_days, model, lookback_days, seed |
stress_test | Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). params: positions*, scenarios, custom_shocks |
optimize_portfolio | Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. params: tickers*, objective, target_return, constraints, risk_free_rate, lookback_days |
correlation_matrix | Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. params: tickers*, lookback_days, method |
performance_attribution | Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. params: positions*, period_days, benchmark, risk_free_rate |
sector_exposure | Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. params: positions* |
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. params: tickers*, days, interval |
compare_portfolios | Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. params: portfolios*, period_days, confidence_level |
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. params: options*, risk_free_rate |
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