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    • A
      license
      Not graded
      quality
      B
      maintenance
      Provides option and portfolio analytics through validated numerical methods, exposing tools for pricing, Greeks, implied volatility, volatility surfaces, and American options via MCP.
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables analytical pricing of European options and calculation of first- and second-order Greeks including Delta, Gamma, Vega, Theta, and Rho through MCP. It also supports related quantitative finance analytics such as Monte Carlo simulations, VaR/CVaR, bond duration, and yield curve interpolation.
      7
      MIT
    • A
      license
      A
      quality
      A
      maintenance
      63 deterministic quant computation tools for autonomous financial agents. Options pricing, derivatives, risk metrics, portfolio optimization, statistics, crypto/DeFi, macro/FX, time value of money. 1,000 free calls/day, no signup required.
      74
      12
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to compute fixed-income bond prices, cash flow present values, Macaulay and modified duration, and price convexity through an MCP-compatible quantitative finance engine.
      7
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to perform zero-dependency quantitative finance and risk analytics through MCP, including Nelson-Siegel yield curve interpolation, option Greeks, Monte Carlo simulations, VaR/CVaR, and bond duration/convexity calculations. It supports natural-language financial modeling and hedging strategy generation in MCP-compatible clients.
      7
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to compute European option prices and sensitivity metrics, run Monte Carlo GBM simulations, calculate historical/parametric VaR/CVaR, evaluate bond duration and convexity, and interpolate Nelson-Siegel yield curves through MCP.
      7
      MIT

    TDQS

    A3.6/5.0

    Scored across 47 tools

    Disambiguation4/5

    Each tool targets a distinct instrument, engine endpoint, or analytics function, and descriptions clearly distinguish overlapping tools (e.g., build_curve vs build_value_curve vs curve_from_pasted_table; swap_dv01 vs key_rate_ladder vs scenario). Minor ambiguity remains among reprice/analytics tools and curve-building helpers, but an agent can select correctly from descriptions.

    Naming Consistency4/5

    All names use snake_case, but the pattern is mixed: many are verb_noun (price_vanilla_swap, build_curve, list_presets), while others are noun-only (fair_rate, scenario, swap_dv01) or have a domain prefix (calendar_advance, session_put, engine_request). The convention is still readable and mostly predictable by domain.

    Tool Count2/5

    47 tools is well above the 3-15 sweet spot and exceeds the 25+ threshold that signals a heavy surface. While the domain is complex, the sheer number increases selection cost and makes it likely that some tools overlap in agent use; each may be individually justified but the set is too large for smooth MCP use.

    Completeness5/5

    The surface covers health/meta, endpoint discovery, calendars, curve construction, bootstrapping, vol calibration/sampling, pricing for all major asset classes, analytics (DV01, key-rate, scenario, fair rate, reprice, compare), session storage, examples, and methodology explanation. The engine_request escape hatch prevents dead ends for any unwrapped endpoint, so coverage is effectively complete.

    Maintenance

    ActivityMaintained
    ResponsivenessNo issues