QuantRisk-MCP-Server
Server Configuration
Describes the environment variables required to run the server.
| Name | Required | Description | Default |
|---|---|---|---|
| QUANTRISK_API_KEY | Yes | Your QuantRisk API key. Get a free key at https://quantrisk.dev/signup |
Instructions
Guidance the server publishes about itself, which clients place ahead of the tool catalog so the model reads it before choosing anything.
This server publishes no instructions, or was last inspected before Glama recorded them.
Capabilities
Features and capabilities supported by this server
Protocol revision2025-11-25
| Capability | Details |
|---|---|
| tools | {
"listChanged": true
} |
Tools
Functions exposed to the LLM to take actions
| Name | Description |
|---|---|
| analyze_riskB | Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. |
| monte_carlo_simulationA | Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss. |
| stress_testB | Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). |
| optimize_portfolioA | Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only. |
| correlation_matrixA | Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. |
| performance_attributionB | Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios. |
| sector_exposureA | Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index. |
| price_historyA | Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days. |
| compare_portfoliosB | Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. |
| calculate_greeksA | 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. |
Prompts
Interactive templates invoked by user choice
| Name | Description |
|---|---|
No prompts | |
Resources
Contextual data attached and managed by the client
| Name | Description |
|---|---|
No resources | |
TDQS
Scored across 10 tools
Each tool targets a distinct financial analysis function (risk metrics, greeks, comparison, correlation, simulation, optimization, attribution, history, sector exposure, stress test) with no overlap.
All tool names consistently follow the verb_noun pattern with snake_case (e.g., analyze_risk, calculate_greeks, compare_portfolios).
10 tools is well within the ideal 3-15 range, covering a comprehensive set of risk analysis capabilities without being excessive.
The tool set covers all major areas of quantitative risk analysis: basic risk metrics, options greeks, portfolio optimization, simulation, stress testing, performance attribution, correlation, sector exposure, and historical data.