# QuantRisk
**Category:** ๐ป Developer Tools
**Repository:** https://github.com/78degrees/mcp-server
**Views:** 0
**Installs:** 0
**Upvotes:** 0
**Directory Page:** https://allmcps.com/mcp/quantrisk
## Description
Portfolio risk analytics โ VaR, Monte Carlo, optimization, options Greeks, stress testing.
## Claude Desktop Quick Installation
Heuristic fallback โ verify the package name and runner against the repository README before running it. Uses `npx` (confidence: low):
```json
"mcpServers": {
"quantrisk": {
"command": "npx",
"args": ["-y","quantrisk"]
}
}
```
## Documentation & README
# QuantRisk
**Institutional-grade portfolio risk analytics for Claude and any MCP client.**
[](https://www.npmjs.com/package/@quantrisk/mcp-server)
[](https://www.npmjs.com/package/@quantrisk/mcp-server)
[](https://opensource.org/licenses/MIT)
[](https://modelcontextprotocol.io)
VaR / Monte Carlo / Stress Testing / Portfolio Optimization / Greeks / Correlation Matrices
Real market data. Real math. Not hallucinated numbers.
[Website](https://quantrisk.dev) ยท [Get Pro](https://quantrisk.dev/pricing) ยท [Documentation](https://quantrisk.dev/docs)
---
## Quick Start
**1. Install**
```bash
npm install -g @quantrisk/mcp-server
```
**2. Configure** (Claude Desktop โ see [below](#configuration) for Cursor)
Add to your `claude_desktop_config.json`:
```json
{
"mcpServers": {
"quantrisk": {
"command": "quantrisk-mcp-server",
"env": {
"QUANTRISK_API_KEY": "your-api-key"
}
}
}
}
```
Get your free API key at [quantrisk.dev/signup](https://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):
```json
{
"mcpServers": {
"quantrisk": {
"command": "quantrisk-mcp-server",
"env": {
"QUANTRISK_API_KEY": "your-api-key"
}
}
}
}
```
### Cursor
Add to `.cursor/mcp.json` in your project root:
```json
{
"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](https://modelcontextprotocol.io). 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 โ 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** | โ | Mean-variance, risk-parity, min-volatility |
| **Portfolio comparison** | โ | Side-by-side multi-portfolio analysis |
| **Options Greeks** | โ | Full Greeks surface |
**What that means in practice:**
- Free: "What's the VaR on my 10-stock portfolio?" โ 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." โ you need Pro for that.
[Upgrade to Pro](https://quantrisk.dev/pricing)
---
## 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 โ your API key never leaves your machine except to authenticate with the QuantRisk API.
- **Risk Engine** runs on Cloudflare Workers. All calculations โ VaR, Monte Carlo, optimization โ 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.
```bash
git clone https://github.com/78degrees/mcp-server.git
cd mcp-server
npm install
npm test
```
See [CONTRIBUTING.md](CONTRIBUTING.md) for guidelines.
---
## License
[MIT](LICENSE)
---
Built by the team at [quantrisk.dev](https://quantrisk.dev)
Contact: hello@quantrisk.dev