"author:alphaparkinc" matching MCP servers:

Enables agents to ingest payment webhooks and ledger transactions with cryptographic HMAC-SHA256 signature verification, sliding-window replay tolerance, and atomic idempotency locking. It also enforces double-entry debit/credit invariants and returns balanced journal records with audit and risk telemetry over MCP.

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.

Provides native MCP tools for quantitative-finance and risk-modeling workflows, enabling computation of option Greeks, simulation of geometric Brownian motion asset-price paths, historical/parametric VaR and CVaR estimates, bond duration/convexity metrics, and Nelson-Siegel yield-curve interpolation using only Python's standard library.

Enables agents to synthesize multi-tab enterprise spreadsheet financial models, detect circular references, compile formula dependency DAGs with functions like SUMIFS/XLOOKUP/CAGR/NPV, and evaluate deterministic preview cell matrices.

Enables real-time multi-merchant price comparison, coupon stacking, delivery-speed trade-offs, stock volatility tracking, and optimal purchase routing for cross-platform commerce inventory arbitrage.

Enables autonomous financial agents and payment webhooks to create and verify immutable double-entry ledger entries, enforce debit-credit balance invariants, and generate hash-chained audit trails with fraud detection.

Audits extracted balance sheets, income statements, and cash flow reports for mathematical consistency and formula balancing, reconstructing complex financial tables and resolving cross-references from document or OCR payloads. Also performs spatial layout parsing and PII redaction, returning structured matrices and validation telemetry over MCP.

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.

Enables quantitative portfolio tail-risk analysis, option Greeks, Monte Carlo stochastic simulations, fixed-income duration/convexity, and Nelson-Siegel yield-curve interpolation through MCP tools.

Enables users and autonomous agents to calculate dynamic price elasticity of demand and identify marginal revenue maxima through a zero-dependency, MCP-compatible Python tool.

Enables modeling and synthesis of creator paid amplification ROI, spark ads performance, and whitelisted return on ad spend (ROAS) for influencer marketing campaigns. It provides deterministic, zero-dependency calculations through MCP for use by AI agents and automation workflows.

Enables autonomous detection of recurring charges, price creeping, and zombie subscriptions, then generates automated cancellation workflows through MCP-compatible tools.

Enables autonomous financial agents and payment webhooks to pool corporate treasury cash, rebalance liquidity automatically with yield-optimized sweeps and zero-overdraft safety buffers, and record every transaction in a balanced double-entry ledger with HMAC-SHA256 signature verification and sliding-window fraud detection. Runs as a zero-dependency Python MCP server that plugs into Claude Desktop, Cursor, or any MCP-compliant client.

Enables personal agents and users to evaluate purchase impulses by applying cooling-off friction timers and converting spending amounts into net work-hour wage equivalents. It returns deterministic, actionable decision output that helps delay or reject impulsive spending before it happens.

Enables autonomous creator affiliate GMV tracking and return-adjusted commission ledger calculations for influencer marketing and multi-agent campaign workflows.

Enables autonomous financial agents to submit payment webhooks, ledger entries, or transaction streams and receive balanced journal records, risk verification dossiers, and detection of card-testing clusters, volume spikes, and account takeovers.

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 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.

Enables analysis of financial earnings call transcripts to track tone shifts and guidance sentiment using Finnhub data.

Enables AI agents to autonomously issue single-use, merchant-locked virtual Visa cards and execute payments across supported merchants through the Model Context Protocol, with human-in-the-loop approval.