# QuantRisk MCP server

Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.

## Links
- Registry page: https://www.getdrio.com/mcp/dev-quantrisk-mcp-server
- Repository: https://github.com/78degrees/mcp-server
- Website: https://quantrisk.dev

## Install
- Command: `npx -y @quantrisk/mcp-server`
- Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- Auth: Not captured

## Setup notes
- Package: Npm @quantrisk/mcp-server v1.0.2
- Environment variable: QUANTRISK_API_KEY (secret)
- Remote endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp

## Tools
- analyze_risk - Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- monte_carlo_simulation - Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- stress_test - Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- optimize_portfolio - Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- correlation_matrix - Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- performance_attribution - Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- sector_exposure - Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- price_history - Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- compare_portfolios - Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- calculate_greeks - 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. Endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp

## Resources
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## Prompts
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## Metadata
- Owner: dev.quantrisk
- Version: 1.0.2
- Runtime: Npm
- Transports: STDIO, HTTP
- License: Not captured
- Language: Not captured
- Stars: Not captured
- Updated: May 9, 2026
- Source: https://registry.modelcontextprotocol.io