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
- 01VaR, CVaR, volatility, and Sharpe analysis
- 02Monte Carlo simulations
- 03Historical and hypothetical stress tests
- 04Sector exposure and performance attribution
- 05Portfolio optimization and options Greeks on Pro
Use cases
- 01Assess risk metrics for a portfolio
- 02Simulate possible portfolio returns
- 03Test holdings against market shocks
- 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.
We haven’t collected a package or remote endpoint for this server. Follow the instructions in the project README.
Tools
Local servers expose tools only once running on your machine, and the maintainer has not provided a tool list.
Details
From the project READMEQuantRisk
Institutional-grade portfolio risk analytics for Claude and any MCP client.
VaR / Monte Carlo / Stress Testing / Portfolio Optimization / Greeks / Correlation Matrices
Real market data. Real math. Not hallucinated numbers.
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
| Tool | Description | Tier |
|---|---|---|
analyze_risk | VaR, CVaR, volatility, Sharpe ratio, max drawdown | Free |
monte_carlo_simulation | Forward-looking return simulations with configurable paths | Free |
stress_test | Portfolio impact under historical and hypothetical scenarios | Free |
price_history | Historical price and return data for any supported ticker | Free |
sector_exposure | Sector and industry breakdown across holdings | Free |
performance_attribution | Return attribution by asset, sector, and factor | Free |
correlation_matrix | Cross-asset correlation analysis | Free |
optimize_portfolio | Mean-variance and risk-parity optimization | Pro |
compare_portfolios | Side-by-side risk/return comparison of multiple portfolios | Pro |
calculate_greeks | Options Greeks — delta, gamma, theta, vega, rho | Pro |
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.
| Free | Pro ($29/mo) | |
|---|---|---|
| Positions | 20 | 500 |
| API calls | 50/day | Unlimited |
| Tools | 7 | All 10 |
| Monte Carlo paths | 1,000 | 100,000 |
| 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.
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
Built by the team at quantrisk.dev
Contact: [email protected]
Comments
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