QuantRisk is an MCP server with 10 tools an agent can call, among them analyze_risk, calculate_greeks, compare_portfolios. It answers at https://quantrisk-mcp.quantrisk.workers.dev/mcp over streamable HTTP, and it listed its tools to an anonymous client, so no sign-in was needed for that. Our probes reached it 10 of 10 times since 5 September 2026; the last check, on 18 October 2026, succeeded.
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Description as the publisher wrote it.
| Tool | What it does |
|---|---|
analyze_risk | Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. Inputs: positions, confidence_level, horizon_days, method, benchmark, lookback_days |
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. Inputs: options, risk_free_rate |
compare_portfolios | Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. Inputs: portfolios, period_days, confidence_level |
correlation_matrix | Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. Inputs: tickers, lookback_days, method |
monte_carlo_simulation | Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. Inputs: positions, num_paths, horizon_days, model, lookback_days, seed |
optimize_portfolio | Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. Inputs: tickers, objective, target_return, constraints, risk_free_rate, lookback_days |
performance_attribution | Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. Inputs: positions, period_days, benchmark, risk_free_rate |
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. Inputs: tickers, days, interval |
sector_exposure | Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. Inputs: positions |
stress_test | Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). Inputs: positions, scenarios, custom_shocks |
Every block below points at https://quantrisk-mcp.quantrisk.workers.dev/mcp. Pick your client and copy.
claude mcp add --transport http quantrisk https://quantrisk-mcp.quantrisk.workers.dev/mcp
{
"mcpServers": {
"quantrisk": {
"command": "npx",
"args": ["-y", "mcp-remote", "https://quantrisk-mcp.quantrisk.workers.dev/mcp"]
}
}
}{
"mcpServers": {
"quantrisk": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"servers": {
"quantrisk": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"context_servers": {
"quantrisk": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"quantrisk": {
"serverUrl": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"quantrisk": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}name: QuantRisk
version: 0.0.1
schema: v1
mcpServers:
- name: QuantRisk
type: streamable-http
url: https://quantrisk-mcp.quantrisk.workers.dev/mcp{
"mcpServers": {
"quantrisk": {
"httpUrl": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"quantrisk": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}{
"mcpServers": {
"quantrisk": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
}goose://extension?url=https%3A%2F%2Fquantrisk-mcp.quantrisk.workers.dev%2Fmcp&type=streamable_http&id=quantrisk&name=QuantRisk
It answered our last check on 18 October 2026 in 337 ms. Over 10 checks since 5 September 2026 it answered 10. Status here comes from Neuronto's own probes, not from the publisher.
10, as returned by the server's own tools/list on 31 August 2026: analyze_risk, calculate_greeks, compare_portfolios, correlation_matrix, monte_carlo_simulation, optimize_portfolio, performance_attribution, price_history, and 2 more.
It answered our last check on 18 October 2026 in 337 ms. Over 10 checks since 5 September 2026 it answered 10.
Put the server under mcpServers in ~/.cursor/mcp.json with the URL https://quantrisk-mcp.quantrisk.workers.dev/mcp. The exact JSON is above, with the same setup for Claude Code, Claude Desktop, VS Code, Windsurf, Zed, Gemini CLI and the rest.
It listed its tools to an anonymous client, so reading the tool list needs no key. Individual tools can still ask for credentials in their own inputs.
Publisher: dev.quantrisk. Endpoint host: quantrisk-mcp.quantrisk.workers.dev. ARD identifier: urn:air:dev.quantrisk:mcp:mcp-server.
First indexed 31 August 2026. The tools are exactly what the server returned; nothing on this page
is inferred from its name. Ranking in Neuronto search is never for sale.