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QuantRisk

QuantRisk

Remote
quantrisk.devFinance2Updated 22w ago

About QuantRisk

QuantRisk provides portfolio risk analytics for Claude and other MCP clients, calculating metrics with market data. It offers VaR, simulations, stress tests, and related analyses, with calculations handled by the QuantRisk API.

Key features

  1. 01VaR, CVaR, and volatility analysis
  2. 02Monte Carlo simulations and stress tests
  3. 03Asset correlations and sector exposure
  4. 04Portfolio optimization and comparison
  5. 05Options Greeks calculations

Use cases

  1. 01Assess portfolio VaR and maximum drawdown
  2. 02Simulate a portfolio’s potential return distribution
  3. 03Test the impact of historical crises or rate shocks
  4. 04Optimize allocations and analyze options Greeks

MCP support

The local MCP server connects to clients over stdio and sends analysis requests to the QuantRisk API. It exposes tools for portfolio risk, market data, and options analysis.

Configuration

Remote servers need no local install. Pick your client, then copy the config or install in one click.

Endpointhttps://quantrisk-mcp.quantrisk.workers.dev/mcp
Copy install command
Claude CodeTerminal
Cursor.cursor/mcp.json
VS Code.vscode/mcp.json
Claude Desktopclaude_desktop_config.json
Windsurf~/.codeium/windsurf/mcp_config.json

Run commands in a terminal; paste JSON into the client’s MCP config and restart. Servers that need sign-in will prompt on first connect.

Packages
npm@quantrisk/mcp-server1.0.2

Tools

10
ParameterTypeRequiredDescription
methodenumNoVaR calculation method. "historical" uses empirical return distribution, "parametric" assumes normality, "cornish_fisher" adjusts for skew and kurtosis. Default: "historical".historical | parametric | cornish_fisher
benchmarkstringNoBenchmark ticker for beta calculation, e.g. SPY or QQQ. Default: SPY.
positionsarrayYesArray of portfolio positions. Each entry needs a ticker and quantity. Free tier: max 20 positions. Paid tier: up to 500.
horizon_daysintegerNoRisk horizon in trading days. 1 = overnight, 21 ≈ 1 month, 252 ≈ 1 year. Default: 1.
lookback_daysintegerNoNumber of historical trading days to use. 252 ≈ 1 year, 756 ≈ 3 years. Range: 30-1260. Default: 252.
confidence_levelnumberNoVaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95.

Details

From the project README

QuantRisk

Institutional-grade portfolio risk analytics for Claude and any MCP client.

npm version npm downloads License: MIT MCP Compatible

VaR / Monte Carlo / Stress Testing / Portfolio Optimization / Greeks / Correlation Matrices

Real market data. Real math. Not hallucinated numbers.

Website · Get Pro · Documentation


Quick Start

1. Install

npm install -g @quantrisk/mcp-server

2. Configure (Claude Desktop — see below for Cursor)

Add to your claude_desktop_config.json:

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

Get your free API key at quantrisk.dev/signup.

3. Ask Claude

"What's the Value at Risk on a portfolio of 60% SPY, 25% TLT, and 15% GLD?"

That's it. Claude now has access to institutional-grade risk analytics.


Configuration

Claude Desktop

Add to ~/Library/Application Support/Claude/claude_desktop_config.json (macOS) or %APPDATA%\Claude\claude_desktop_config.json (Windows):

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

Add to .cursor/mcp.json in your project root:

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

QuantRisk works with any client that supports the Model Context Protocol. Point it at the quantrisk-mcp-server binary with your API key in the environment.


Tools

ToolDescriptionTier
analyze_riskVaR, CVaR, volatility, Sharpe ratio, max drawdownFree
monte_carlo_simulationForward-looking return simulations with configurable pathsFree
stress_testPortfolio impact under historical and hypothetical scenariosFree
price_historyHistorical price and return data for any supported tickerFree
sector_exposureSector and industry breakdown across holdingsFree
performance_attributionReturn attribution by asset, sector, and factorFree
correlation_matrixCross-asset correlation analysisFree
optimize_portfolioMean-variance and risk-parity optimizationPro
compare_portfoliosSide-by-side risk/return comparison of multiple portfoliosPro
calculate_greeksOptions Greeks — delta, gamma, theta, vega, rhoPro

Example Queries

Once configured, ask Claude questions like these:

  • "Run a Monte Carlo simulation on my portfolio: 50% AAPL, 30% MSFT, 20% NVDA. Show me the 5th percentile outcome."
  • "Stress test 70% VTI / 30% BND against the 2008 financial crisis and a hypothetical 300bp rate shock."
  • "What's my sector exposure if I hold equal weights in AMZN, JPM, JNJ, XOM, and NEE?"
  • "Show me the correlation matrix for SPY, GLD, TLT, and BTC-USD over the last 2 years."
  • "Compare the risk-adjusted returns of a 60/40 portfolio vs. an all-weather portfolio." (Pro)
  • "Calculate the Greeks for a SPY 550 call expiring in 30 days." (Pro)

Why Pro?

The free tier covers core risk analytics for small portfolios. Pro unlocks the tools and scale that serious analysis demands.

FreePro ($29/mo)
Positions20500
API calls50/dayUnlimited
Tools7All 10
Monte Carlo paths1,000100,000
Portfolio optimization—Mean-variance, risk-parity, min-volatility
Portfolio comparison—Side-by-side multi-portfolio analysis
Options Greeks—Full Greeks surface

What that means in practice:

  • Free: "What's the VaR on my 10-stock portfolio?" — works great.
  • Pro: "Optimize my 200-position portfolio for maximum Sharpe, then stress test it against 5 scenarios and compare it to my current allocation." — you need Pro for that.

Upgrade to Pro


How It Works

Claude / MCP Client
      |
  MCP Protocol
      |
QuantRisk MCP Server (local process)
      |
QuantRisk API (Cloudflare Workers)
      |
Yahoo Finance (market data) + risk engine (math)
  • MCP Server runs locally as a stdio process — your API key never leaves your machine except to authenticate with the QuantRisk API.
  • Risk Engine runs on Cloudflare Workers. All calculations — VaR, Monte Carlo, optimization — happen server-side with real math on real market data.
  • Market Data sourced from Yahoo Finance. Prices, fundamentals, and options chains are fetched in real time.
  • Reports generated with pdf-lib when applicable.

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


Contributing

Contributions are welcome. Please open an issue first to discuss what you'd like to change.

git clone https://github.com/78degrees/mcp-server.git
cd mcp-server
npm install
npm test

See CONTRIBUTING.md for guidelines.


License

MIT


Built by the team at quantrisk.dev

Contact: [email protected]

Comments

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An open protocol that defines how AI applications connect to external tools and data in a uniform way. Clients talk to the model; MCP servers provide tools, resources and prompt templates. They exchange standard messages, so one server can be reused by many clients.