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

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.

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: hello@quantrisk.dev