Tasty Agent vs QuantRisk

In-depth architectural comparison of the Tasty Agent and QuantRisk MCP servers. Compare execution transports, security boundaries, tool capabilities, quality scores, and ready-to-paste client installation snippets for Claude, Cursor, Windsurf, and VS Code.

Which MCP Server Should You Choose?

Choose Tasty Agent when:

• You need dedicated capabilities in the Finance & Fintech domain.
• You prefer local stdio subprocess transport architecture.
• Your security boundary fits: OAuth 2.0 (Free / Open Source).
• You have access to required keys: TASTYTRADE_CLIENT_SECRET, TASTYTRADE_REFRESH_TOKEN, TASTYTRADE_ACCOUNT_ID.
• Primary tools included: page_offset, limit, target_value.

Explore Tasty Agent Details

Choose QuantRisk when:

• You need dedicated capabilities in the Finance & Fintech domain.
• You prefer local stdio subprocess transport architecture.
• Your security boundary fits: No auth required (Free / Open Source).
• Primary tools included: analyze_risk, monte_carlo_simulation, stress_test.

Feature & Specification Comparison

Specification	Tasty Agent ferdousbhai Finance & Fintech	QuantRisk Finance & Fintech
Summary	Tastyworks API integration to handle trading activities on Tastytrade	Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Category & Scope	Finance & Fintech	Finance & Fintech

Tools & Capabilities Breakdown

Ready-to-Paste Client Configurations

Paste either (or both) of these JSON server blocks into your client config file (e.g. claude_desktop_config.json or ~/.cursor/mcp.json).

{
  "mcpServers": {
    "ferdousbhai-tasty-agent": {
      "command": "uvx",
      "args": [
        "modal"
      ],
      "env": {
        "TASTYTRADE_CLIENT_SECRET": "YOUR_TASTYTRADE_CLIENT_SECRET_HERE",
        "TASTYTRADE_REFRESH_TOKEN": "YOUR_TASTYTRADE_REFRESH_TOKEN_HERE",
        "TASTYTRADE_ACCOUNT_ID": "YOUR_TASTYTRADE_ACCOUNT_ID_HERE"
      }
    }
  }
}

{
  "mcpServers": {
    "quantrisk": {
      "command": "npx",
      "args": [
        "-y",
        "quantrisk"
      ]
    }
  }
}

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