Skip to main content
Glama
78degrees

QuantRisk-MCP-Server

by 78degrees

correlation_matrix

Compute pairwise correlation matrix for a set of assets to identify highly correlated pairs and uncover diversification opportunities.

Instructions

Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
tickersYesTickers to include in the correlation matrix. Minimum 2, maximum 50. Free tier: max 10 tickers. Paid tier: up to 50.
lookback_daysNoHistorical window for computing correlations in trading days. 30 = ~6 weeks, 252 = ~1 year. Range: 30-1260. Default: 252.
methodNoCorrelation method. "pearson" = linear correlation (standard), "spearman" = rank-based (robust to outliers), "kendall" = concordance-based. Default: "pearson".pearson

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observedv1.0.0

TDQS

A3.7/5.0
Behavior2/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

No annotations are provided, so the description carries the burden. It states the tool computes correlations but doesn't disclose any behavioral traits (e.g., data freshness, rate limits, or side effects). It is minimal but not misleading.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Two sentences, no redundancy. First sentence states purpose, second adds actionable output. Highly efficient.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given no output schema, the description partially explains returns (highly correlated pairs, diversification) but lacks specifics on output format or error handling. Adequate for a simple tool but could be more comprehensive.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%. The description adds value by explaining the method options (pearson, spearman, kendall) and ticker limits (free vs paid tier), which is not in the schema descriptions.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description uses a specific verb ('Compute') and resource ('pairwise correlation matrix'), and adds context about identifying correlated pairs and diversification, distinguishing it from siblings.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines3/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description mentions identification of pairs and diversification, implying when to use, but lacks explicit guidance on when not to use or comparison with sibling tools like analyze_risk or stress_test.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.