QuantRisk
REMOTE · QUANTRISK-MCP.QUANTRISK.WORKERS.DEV · 2 COMPONENTS · SCANNED AUG 3
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Available components
How this component scores in each security and reliability category. Every signal is checked automatically against the live server, and we only credit what we can confirm. How we score →
Endpoint Security46
- The endpoint's TLS certificate is valid, in date, and uses a strong key. View diagnostics → Pass
- Authorisation not fully verified: no authorisation is required to call this server, and 10 tool(s) never declared a destructiveHint. The MCP spec treats an absent hint as destructive by default, so we cannot call this surface safe. See how to fix → View diagnostics → Unverified
- HTTPS not yet verified: we couldn't determine whether a plaintext access path exists. View diagnostics → Unverified
- HSTS check failed: the Strict-Transport-Security header is absent. See how to fix → View diagnostics → Fail
- DNSSEC check failed: this domain isn't protected by DNSSEC. See how to fix → View diagnostics → Fail
Transport & Reachability100
- Verified streamable-http transport via a live MCP handshake. View diagnostics → Pass
Schema Quality & AI Usability66
- AI-judged instruction clarity (excellent).Pass
- Context-footprint check failed: tool/resource definitions use about 1842 tokens (~184/item across 10 items; 10 tools + 0 resources), over budget; trim descriptions and params. See how to fix → Fail
- Usage-examples check failed: none of the tools include examples. See how to fix → Fail
Stability & Change Management27
- Stability observed for 8 of 30 days with no destabilising changes; credit accrues until the full window elapses.Partial
Tool Coverage100
- 100% of tools have a non-trivial description (not blank, and not just the tool's name).Pass
- 100% of tool parameters carry a description.Pass
Capabilities100
- Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.Pass
Add this component to your MCP client. Where a client-specific snippet is available, pick your client below and copy it straight into your config; otherwise use the connection detail shown.
remote · quantrisk-mcp.quantrisk.workers.dev
claude mcp add --transport http dev-quantrisk-mcp-server https://quantrisk-mcp.quantrisk.workers.dev/mcp
[mcp_servers.dev-quantrisk-mcp-server] url = "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
{
"$schema": "https://opencode.ai/config.json",
"mcp": {
"dev-quantrisk-mcp-server": {
"type": "remote",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
"enabled": true
}
}
} openclaw mcp add dev-quantrisk-mcp-server --url https://quantrisk-mcp.quantrisk.workers.dev/mcp --transport streamable-http
mcp_servers:
dev-quantrisk-mcp-server:
url: "https://quantrisk-mcp.quantrisk.workers.dev/mcp" {
"mcpServers": {
"dev-quantrisk-mcp-server": {
"type": "http",
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
} The mcpServers block is a cross-client convention. Remote transports vary, so check your client's docs.
Every change we have recorded for this component, newest first. Security-relevant changes are always shown. ▲ marks a change for the better, ▼ a change for the worse; unmarked changes are neutral.
- 3 Aug 26 +1
No change was recorded against any check on this day. Stability & Change Management went from 23 to 27. That category is still filling its 30-day observation window: 7 days of observed history at the previous scan, 8 at this one. The score rises as the window fills, whether or not the server changes.
- 1 Aug 26 +1
No change was recorded against any check on this day. Stability & Change Management went from 17 to 20. That category is still filling its 30-day observation window: 5 days of observed history at the previous scan, 6 at this one. The score rises as the window fills, whether or not the server changes.
- 31 Jul 26 −2
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 30 Jul 26 +1
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 29 Jul 26 +1
No change was recorded against any check on this day. Stability & Change Management went from 7 to 10. That category is still filling its 30-day observation window: 2 days of observed history at the previous scan, 3 at this one. The score rises as the window fills, whether or not the server changes.
- 27 Jul 26 +1
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 26 Jul 26 58
First indexed and scored.
Diagnostic detail from the automated scan of this channel: what the scanner observed at each step, so you can see exactly where a check passed or failed. It is informational only and never changes the trust score.
Captured 3 Aug 2026 · Probed https://quantrisk-mcp.quantrisk.workers.dev/mcp
TLS valid
Negotiated TLS 1.3 with TLS_AES_128_GCM_SHA256 .
| Subject | Issuer | Valid from | Valid until | Key | Signature | Serial |
|---|---|---|---|---|---|---|
| CN=quantrisk.workers.dev | CN=YE2,O=Let's Encrypt,C=US | 6 Jul 2026 | 4 Oct 2026 | ECDSA 256 | ECDSA-SHA384 | 5fac36005118d31cac050fac95a442692f7 |
| SANs: *.quantrisk.workers.dev, quantrisk.workers.dev | ||||||
| CN=YE2,O=Let's Encrypt,C=US (CA) | CN=Root YE,O=ISRG,C=US | 3 Sept 2025 | 2 Sept 2028 | ECDSA 384 | ECDSA-SHA384 | 4df3b15dd6c0784c507cd37b58e6f115 |
| CN=Root YE,O=ISRG,C=US (CA) | CN=ISRG Root X2,O=Internet Security Research Group,C=US | 13 May 2026 | 2 Sept 2032 | ECDSA 384 | ECDSA-SHA384 | 872165fc34b6e5fba8add5b3705fb53a |
| CN=ISRG Root X2,O=Internet Security Research Group,C=US (CA) | CN=ISRG Root X1,O=Internet Security Research Group,C=US | 13 May 2026 | 2 Sept 2032 | ECDSA 384 | SHA256-RSA | 6c8f1dc727c7117f7baf853ac980f9cd |
DNSSEC insecure
Validation of quantrisk-mcp.quantrisk.workers.dev. — Not signed
| Zone | DS | Keys | Algorithms | Outcome |
|---|---|---|---|---|
| . | trust_anchor | 20326, 38696 | 8, 8 | Verified |
| dev. | present | 60074 | 8 | Verified |
| workers.dev. | absent | Unsigned (proven) parent-signed NSEC/NSEC3 proves an unsigned delegation |
Authentication No authorisation required
The endpoint answered without asking for a token. Anyone who knows the URL can reach it.
| Result | No authorisation required |
|---|---|
| HTTP status | 200 |
Transports 2 probes
| Transport | URL | Outcome | Status | Location |
|---|---|---|---|---|
| streamable-http | https://quantrisk-mcp.quantrisk.workers.dev/mcp | Verified | 200 | |
| http (plaintext) | http://quantrisk-mcp.quantrisk.workers.dev/mcp | Inconclusive | 406 |
The tools this component advertises to a client, with an estimated token cost for each. Expand a tool to see its parameters and schema. The per-tool counts are indicative and are not scored directly; the schema's total context footprint is one signal in Schema Quality & AI Usability.
analyze_risk ~277
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
| Name | Type | Req | Description |
|---|---|---|---|
| benchmark | string | — | Benchmark ticker for beta calculation, e.g. SPY or QQQ. Default: SPY. |
| confidence_level | number | — | VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95. |
| horizon_days | integer | — | Risk horizon in trading days. 1 = overnight, 21 ≈ 1 month, 252 ≈ 1 year. Default: 1. |
| lookback_days | integer | — | Number of historical trading days to use. 252 ≈ 1 year, 756 ≈ 3 years. Range: 30-1260. Default: 252. |
| method | string | — | VaR calculation method. "historical" uses empirical return distribution, "parametric" assumes normality, "cornish_fisher" adjusts for skew and kurtosis. Default: "historical". |
| positions | array | yes | Array of portfolio positions. Each entry needs a ticker and quantity. Free tier: max 20 positions. Paid tier: up to 500. |
No output schema declared.
No examples provided.
calculate_greeks ~127
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.
| Name | Type | Req | Description |
|---|---|---|---|
| options | array | yes | Array of option positions to calculate Greeks for. 1-100 options. Results include per-option Greeks and aggregated portfolio Greeks. |
| risk_free_rate | number | — | Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Black-Scholes and binomial pricing models. Default: 0.05. |
No output schema declared.
No examples provided.
compare_portfolios ~152
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
| Name | Type | Req | Description |
|---|---|---|---|
| confidence_level | number | — | VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95. |
| period_days | integer | — | Lookback period in trading days used for return and risk calculations. 252 = ~1 year. Range: 30-1260. Default: 252. |
| portfolios | array | yes | Two to five named portfolios to compare head-to-head. Each needs a unique name and a list of positions. Min: 2, max: 5. |
No output schema declared.
No examples provided.
correlation_matrix ~163
Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
| Name | Type | Req | Description |
|---|---|---|---|
| lookback_days | integer | — | Historical window for computing correlations in trading days. 30 = ~6 weeks, 252 = ~1 year. Range: 30-1260. Default: 252. |
| method | string | — | Correlation method. "pearson" = linear correlation (standard), "spearman" = rank-based (robust to outliers), "kendall" = concordance-based. Default: "pearson". |
| tickers | array | yes | Tickers to include in the correlation matrix. Minimum 2, maximum 50. Free tier: max 10 tickers. Paid tier: up to 50. |
No output schema declared.
No examples provided.
monte_carlo_simulation ~249
Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
| Name | Type | Req | Description |
|---|---|---|---|
| horizon_days | integer | — | Simulation horizon in trading days. 21 ≈ 1 month, 63 ≈ 1 quarter, 252 ≈ 1 year. Default: 21. |
| lookback_days | integer | — | Historical window used to estimate drift and volatility parameters. Range: 30-1260 trading days. Default: 252. |
| model | string | — | Stochastic process model. "gbm" = Geometric Brownian Motion (standard), "jump_diffusion" = adds jump risk for fat-tail scenarios. Default: "gbm". |
| num_paths | integer | — | Number of simulation paths to run. More paths = more accurate but slower. Free tier: max 1,000. Paid tier: up to 100,000. Default: 10,000. |
| positions | array | yes | Array of portfolio positions. Free tier: max 20 positions. Paid tier: up to 500. |
| seed | — | — | Random seed for reproducible results. Omit for a fresh random run each time. |
No output schema declared.
No examples provided.
optimize_portfolio ~269
Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
| Name | Type | Req | Description |
|---|---|---|---|
| constraints | object | — | Optional weight constraints. See ConstraintsInput for details. |
| lookback_days | integer | — | Historical window for estimating return and covariance. 252 = 1 year, 756 = 3 years, 1260 = 5 years. Range: 252-1260. Default: 756. |
| objective | string | — | Optimization objective. "max_sharpe" = maximize risk-adjusted return, "min_variance" = minimize portfolio volatility, "target_return" = hit a specific return with minimum risk. Default: "max_sharpe". |
| risk_free_rate | number | — | Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe ratio calculation. Default: 0.05. |
| target_return | — | — | Required when objective is "target_return". Annualized return as a decimal, e.g. 0.12 = 12% annual return target. |
| tickers | array | yes | Universe of tickers to optimize across. Must be 2-50 tickers. The optimizer will determine the best weights within this set. |
No output schema declared.
No examples provided.
performance_attribution ~186
Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
| Name | Type | Req | Description |
|---|---|---|---|
| benchmark | string | — | Benchmark ticker for relative performance metrics (Information Ratio, Tracking Error, Beta). Default: SPY. |
| period_days | integer | — | Measurement period in trading days. 252 = ~1 year. Range: 30-1260. Default: 252. |
| positions | array | yes | Array of portfolio positions. Free tier: max 20 positions (basic ratios only). Paid tier: up to 500 positions with full factor attribution. |
| risk_free_rate | number | — | Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe, Sortino, and Treynor ratios. Default: 0.05. |
No output schema declared.
No examples provided.
price_history ~168
Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
| Name | Type | Req | Description |
|---|---|---|---|
| days | integer | — | Number of historical trading days to return. Free tier: max 252 days (~1 year). Paid tier: up to 1260 days (~5 years). Default: 252. |
| interval | string | — | Price interval. "daily" returns one OHLCV row per trading day, "weekly" aggregates to weekly bars, "monthly" aggregates to monthly bars. Default: "daily". |
| tickers | array | yes | Ticker symbols to fetch price history for. Free tier: max 1 ticker. Paid tier: up to 20 tickers. |
No output schema declared.
No examples provided.
sector_exposure ~66
Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
| Name | Type | Req | Description |
|---|---|---|---|
| positions | array | yes | Array of portfolio positions to analyze. Returns GICS sector weights, market cap breakdown, and concentration metrics. |
No output schema declared.
No examples provided.
stress_test ~185
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
| Name | Type | Req | Description |
|---|---|---|---|
| custom_shocks | — | — | Custom shock definitions. PAID tier only. Each shock specifies ticker-level, sector-level, or market-wide price changes. |
| positions | array | yes | Array of portfolio positions. Free tier: max 20 positions and historical scenarios only. Paid tier: up to 500 positions plus custom shocks. |
| scenarios | array | — | Historical scenarios to run. Available values: gfc_2008, covid_2020, dot_com_2000, black_monday_1987, taper_tantrum_2013, rate_hike_2022, volmageddon_2018, euro_crisis_2011. Default: [gfc_2008, covid… |
No output schema declared.
No examples provided.