"author:Alpha-Park" matching MCP servers:

Enables auditing of extracted balance sheets, income statements, and cash flow reports by reconstructing complex document tables and verifying mathematical consistency and formula balancing. It also performs cross-reference resolution and sensitive PII redaction, returning structured matrices and validation telemetry over MCP to clients like Claude Desktop, Cursor, and Windsurf.

Enables autonomous financial agents to pool corporate treasury cash, rebalance liquidity, and optimize yield sweeps while enforcing double-entry ledger integrity, HMAC-SHA256 signature verification, and fraud-detection safety buffers that prevent overdrafts. Runs on pure Python standard library and plugs into MCP clients such as Claude Desktop, Cursor, and Windsurf.

Enables users to ingest carrier webhook events, detect transit anomalies such as stalled or failed deliveries, calculate compensation eligibility, and generate structured merchant claim payloads.

Enables quantitative risk analysis by calculating portfolio Value-at-Risk and Conditional VaR/Expected Shortfall across parametric and historical loss distributions, along with related option Greeks, Monte Carlo simulations, and fixed-income analytics through MCP.

Enables multi-party conditional escrow locking, autonomous proof-of-delivery release triggers, referral fee splits, and dispute freeze protection for agentic commerce and enterprise settlement workflows.

Enables autonomous financial agents and payment systems to analyze transaction streams in real time, detect velocity-based fraud patterns such as card testing, volume spikes, and account takeovers, and produce balanced ledger records with audit telemetry.

Enables autonomous financial agents to optimize payment recovery by analyzing decline-code retry windows and mitigating involuntary churn, while enforcing balanced double-entry ledger records, HMAC-SHA256 signature verification, and sliding-window fraud detection through an MCP-compatible interface.

Enables fixed-income and quantitative risk analysis through MCP, computing bond cash flow present values, Macaulay and modified duration, and price convexity, alongside option Greeks, Monte Carlo simulations, VaR/CVaR, and Nelson-Siegel yield curve interpolation using only the Python standard library.

Enables MCP clients to optimize Uniswap v3/v4 tick ranges by balancing fee APY against impermanent loss under asset volatility, while providing L2 orderbook imbalance, triangular arbitrage, and Bayesian portfolio rebalancing analytics.

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.

Enables MCP clients and autonomous financial agents to submit payment webhook events, journal entries, or transaction streams and receive cryptographically verified, balanced double-entry ledger records with HMAC signatures and hash-chained audit telemetry. It enforces debit/credit invariants and supports fraud detection for real-time accounting workflows.

Enables agents to monitor transaction streams, detect recurring charges and price creeping, flag zombie subscriptions, and generate automated cancellation workflows.

Enables agents to compute Bayesian Black-Litterman portfolio rebalancing that blends market equilibrium with subjective views under covariance and slippage/drawdown constraints. Also exposes quantitative microstructure tools such as L2 orderbook imbalance metrics, concentrated liquidity optimization, and negative-cycle triangular arbitrage detection.

Enables users to model and interpolate zero-coupon yield curves using Nelson-Siegel parameters, fitting level, slope, curvature, and decay components from spot-rate data. It supports quantitative finance workflows through a standard MCP interface.

Enables users to run stochastic cash runway simulations, estimate ruin probability and low-percentile wealth, and compute safe discretionary spending caps and emergency liquidity buffers.

Enables auditing monthly broadband and mobile bills, detecting out-of-contract price creep and hidden junk fees, and synthesizing high-leverage churn-threat retention negotiation scripts through an MCP-compliant JSON-RPC interface.

Enables real-time L2 orderbook microstructure analysis with weighted imbalance and micro-price, concentrated liquidity optimization, triangular arbitrage detection, and Bayesian portfolio rebalancing through MCP tools.

Enables MCP clients to detect negative-cycle triangular arbitrage, compute cross-currency rate discrepancies and net arbitrage ROI, and run quantitative microstructure and portfolio optimization analyses.

Enables synthesis of multi-tab financial models with circular-reference detection, formula dependency DAG compilation (SUMIFS, XLOOKUP, CAGR, NPV), and deterministic preview cell matrix evaluation through MCP.

Enables parsing of structured financial receipts, invoices, and bank statements, tolerance-based three-way reconciliation, detection of tax calculation drift and duplicate claims, and synthesis of double-entry bookkeeping journal entries.