QuantRisk

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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.

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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.

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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

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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)

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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

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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.

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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.

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License

MIT

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