methodiq-portfolio-mcp

MCP server for investment portfolio analysis — risk decomposition, factor exposure, correlation analysis, rebalancing recommendations, and stress testing for portfolio managers and analysts.

Tools

| Tool | Description | |------|-------------| | analyze_portfolio | Full portfolio analysis: allocation, concentration, risk metrics (Sharpe, Sortino, VaR, beta, alpha) | | risk_decomposition | Decompose risk into systematic/idiosyncratic, marginal contribution per holding | | factor_exposure | Multi-factor model analysis (market, value, growth, momentum, quality, size, low-vol, yield) | | rebalance | Rebalancing recommendations vs target allocation with drift analysis and tax-efficient suggestions | | stress_test | Macro scenario stress tests (rate hikes, recession, market crash, stagflation, credit crisis, etc.) | | correlation_analysis | Correlation matrix, diversification scoring, and opportunity identification |

Installation

npx methodiq-portfolio-mcp

Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "methodiq-portfolio": {
      "command": "npx",
      "args": ["-y", "methodiq-portfolio-mcp"]
    }
  }
}

Input Format

Holdings are provided as CSV lines:

TICKER,Name,Weight%,AssetClass,Sector,Geography

Asset Classes: equity, fixed_income, alternatives, real_estate, commodities, cash, crypto

Sectors: technology, healthcare, financials, consumer_discretionary, consumer_staples, energy, industrials, materials, utilities, real_estate, communication

Example

AAPL,Apple Inc,20,equity,technology,US
MSFT,Microsoft,15,equity,technology,US
JNJ,Johnson & Johnson,10,equity,healthcare,US
BND,Vanguard Total Bond,20,fixed_income,,US
GLD,SPDR Gold,8,commodities,,Global
VNQ,Vanguard REIT,7,real_estate,real_estate,US
BRK.B,Berkshire Hathaway,12,equity,financials,US
XLE,Energy Select,8,equity,energy,US

Use Cases

• Portfolio Health Check: Run analyze_portfolio for a comprehensive overview
• Risk Budget: Use risk_decomposition to ensure no single position dominates portfolio risk
• Style Analysis: factor_exposure reveals hidden tilts toward value, growth, or momentum
• Drift Monitoring: rebalance compares current vs target and generates trade lists
• Scenario Planning: stress_test quantifies exposure to macro shocks before they happen
• Diversification Audit: correlation_analysis identifies false diversification and opportunities

License

MIT

Built by Crawde | Deep investment research: MethodIQ