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Quantrisk

Quantrisk

Local
github.com/78degreesFinance2Updated 22w ago

About Quantrisk

QuantRisk is an MCP server for portfolio risk analysis using Yahoo Finance market data. It serves investors and analysts with tools for risk metrics, simulations, stress tests, and—on Pro—optimization and options Greeks.

Key features

  1. 01VaR, CVaR, volatility, and Sharpe analysis
  2. 02Monte Carlo simulations
  3. 03Historical and hypothetical stress tests
  4. 04Sector exposure and performance attribution
  5. 05Portfolio optimization and options Greeks on Pro

Use cases

  1. 01Assess risk metrics for a portfolio
  2. 02Simulate possible portfolio returns
  3. 03Test holdings against market shocks
  4. 04Analyze sector exposure or options Greeks

MCP support

The local MCP server exposes portfolio analytics tools to Claude and other MCP clients, using an API key to access the QuantRisk API.

Configuration

Local server config is the same for every client. Copy it into your client’s MCP config file.

No install method listed yet

We haven’t collected a package or remote endpoint for this server. Follow the instructions in the project README.

Repository

Tools

No tool list yet

Local servers expose tools only once running on your machine, and the maintainer has not provided a tool list.

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]

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