QuantRisk
by quantrisk.dev · remote · local (npm) · no sign-in to list tools · v1.0.2 · published by dev.quantrisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
10 tools: 6 change things and 4 only read.
Scanned Oct 21, 2026
- Deletes or cancels0Claude Code: deny
- Can't be undone0Claude Code: ask
- Changes things6Claude Code: ask: see these tools
- Only reads4Claude Code: allow: see these tools
No check matched anything in the tool definitions. No finding is not a safety guarantee. How the checks work.
claude mcp add --transport http quantrisk https://quantrisk-mcp.quantrisk.workers.dev/mcpTools
Open a tool for its reasons and full description. Descriptions are the publisher's own words, shown as they are.
10 tools
Changes things 6Claude Code: ask
calculate_greeksCalculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio.No findings
Why it is in this group
- Nothing in its name or description says what it does, so it is counted as a write.
Description, as the server wrote it Calculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio. Uses Black-Scholes for European, binomial for American style. Paid tier only.
correlation_matrixCompute the pairwise correlation matrix for a set of assets.No findings
Why it is in this group
- Nothing in its name or description says what it does, so it is counted as a write.
Description, as the server wrote it Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
monte_carlo_simulationRun Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.No findings
Why it is in this group
- The description's first verb is "run": a word for a change.
Description, as the server wrote it Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
performance_attributionBreak down portfolio performance into factor exposures, sector allocation, and position contributions.No findings
Why it is in this group
- Nothing in its name or description says what it does, so it is counted as a write.
Description, as the server wrote it Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
sector_exposureBreak down portfolio exposure by GICS sector, market cap, and asset class.No findings
Why it is in this group
- Nothing in its name or description says what it does, so it is counted as a write.
Description, as the server wrote it Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
stress_testStress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).No findings
Why it is in this group
- Nothing in its name or description says what it does, so it is counted as a write.
Description, as the server wrote it Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
Only reads 4Claude Code: allow
analyze_riskCalculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.No findings
Why it is in this group
- The name "analyze_risk" says "analyze": a word for reading.
Description, as the server wrote it Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
compare_portfoliosCompare two or more portfolio allocations head-to-head across all key risk and return metrics.No findings
Why it is in this group
- The name "compare_portfolios" says "compare": a word for reading.
Description, as the server wrote it Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
optimize_portfolioFind the optimal portfolio allocation using mean-variance optimization.No findings
Why it is in this group
- The description's first verb is "find": a word for reading.
Description, as the server wrote it Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
price_historyFetch historical OHLCV price data for one or more tickers.No findings
Why it is in this group
- The description's first verb is "fetch": a word for reading.
Description, as the server wrote it Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
This is not a safety rating, and no finding is not a safety guarantee. The groups and findings come from fixed checks of the tool definitions the server returned on the date shown, not from its code or what it does when called. How the checks work.
Install
Pinned to version 1.0.2. Values in angle brackets are yours to fill in.
claude mcp add --transport http quantrisk https://quantrisk-mcp.quantrisk.workers.dev/mcpRun in a terminal.
Claude Code permissions
Allow the reads, ask before a change, deny the deletes. Paste into .claude/settings.json.
{
"permissions": {
"allow": [
"mcp__quantrisk__analyze_risk",
"mcp__quantrisk__optimize_portfolio",
"mcp__quantrisk__price_history",
"mcp__quantrisk__compare_portfolios"
],
"ask": [
"mcp__quantrisk__monte_carlo_simulation",
"mcp__quantrisk__stress_test",
"mcp__quantrisk__correlation_matrix",
"mcp__quantrisk__performance_attribution",
"mcp__quantrisk__sector_exposure",
"mcp__quantrisk__calculate_greeks"
],
"deny": []
}
}Tools that only read are allowed, tools that change things ask first, tools that delete or cancel are denied. It assumes the server is installed as quantrisk. Review it before you use it.