QuantRisk

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.

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

| 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.

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]