QuantRisk
REMOTE · QUANTRISK-MCP.QUANTRISK.WORKERS.DEV · 2 COMPONENTS · SCANNED SEP 25
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 → Why this is hard to 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 enforcement could not be verified: the plaintext port answered with HTTP 406, which proves neither a plaintext path nor enforcement. 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 Usability65
- AI-judged instruction clarity (good).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 Management100
- No destabilizing schema changes in the last 30 days.Pass
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
Tool Safety100
- No prompt-injection markers were found in the server instructions, tool names or descriptions we captured.Pass
- We read all 10 captured tool definition(s), and no name or description among them implies an irreversible operation.Pass
- An AI judge read all 10 captured unit(s) of tool text and found none that tries to manipulate the model reading it.Pass
Capabilities100
- Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.Pass
How do I install the QuantRisk MCP server?
QuantRisk is a hosted endpoint at https://quantrisk-mcp.quantrisk.workers.dev/mcp, so there is nothing to install locally. Ready-made configuration for Claude, Cursor, VS Code, Codex and 5 more is on this page, copied from each client's own documentation.
remote · quantrisk-mcp.quantrisk.workers.dev
claude mcp add --transport http dev-quantrisk-mcp-server 'https://quantrisk-mcp.quantrisk.workers.dev/mcp'
{
"mcpServers": {
"dev-quantrisk-mcp-server": {
"url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
} {
"servers": {
"dev-quantrisk-mcp-server": {
"type": "http",
"url": "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": {
"Transport": "http",
"Url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}
}
} assistant mcp add dev-quantrisk-mcp-server -t streamable-http -u '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.
- 25 Sept 26 0
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 26 Aug 26 0
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 25 Aug 26 0
- Stability: 0.97 → pass security
- 11 Aug 26 0
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
- 5 Aug 26 0
- Transport: fail → pass ▲ security
- 4 Aug 26 0
- Transport: pass → fail ▼ security
- 31 Jul 26 0
- 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 0
- We updated how we score, so this day's move reflects our rubric, not a change to the server See what changed → functional
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 25 Sept 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=YE1,O=Let's Encrypt,C=US | 3 Sept 2026 | 2 Dec 2026 | ECDSA 256 | ECDSA-SHA384 | 6235c1f960a049fe5d51c58bbe6af4f0844 |
| SANs: *.quantrisk.workers.dev, quantrisk.workers.dev | ||||||
| CN=YE1,O=Let's Encrypt,C=US (CA) | CN=Root YE,O=ISRG,C=US | 3 Sept 2025 | 2 Sept 2028 | ECDSA 384 | ECDSA-SHA384 | 5ddd70dd31f801c85c186a7a04b80afe |
| 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 |
Background: What to check on a remote MCP endpoint →
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 |
Background: How OAuth 2.1 works in the 2026 MCP spec →
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. A tool's description is untrusted text the model reads on every call, which is what makes this list a security surface and not just an inventory: how tool poisoning works →
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.
What is the QuantRisk MCP server?
QuantRisk is an MCP server listed in the public MCP registry as dev.quantrisk/mcp-server. Portfolio risk analytics, VaR, Monte Carlo, optimization, options Greeks, stress testing. This page covers its hosted endpoint (https://quantrisk-mcp.quantrisk.workers.dev/mcp).
Is the QuantRisk MCP server safe to use?
QuantRisk scores 72 out of 100 on VerifyMCP. That is a record of what we were able to check automatically, not an endorsement. The category breakdown on this page shows every signal behind the number, including the ones we could not confirm.
What tools does the QuantRisk MCP server expose?
QuantRisk exposes 10 tools: analyze_risk, monte_carlo_simulation, stress_test, optimize_portfolio, correlation_matrix, and 5 more. Their descriptions and schemas cost roughly 1,842 tokens of context every time the server is loaded.
Does the QuantRisk MCP server require authentication?
No. We connected to QuantRisk without credentials and it answered, so anything it exposes is reachable by anyone who knows the address.
Is the QuantRisk MCP server still maintained?
QuantRisk is still listed as active in the MCP registry. We last reached this channel on 25 September 2026. Those dates come from our own scans of the registry and the channel itself, not from anything the publisher announced.