# QuantRisk (remote · quantrisk-mcp.quantrisk.workers.dev)

Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.

- Trust score: 61/100 (medium)
- Change this week: +2
- Registry status: active
- Liveness: live
- Owner verified: no
- Last scored: 2026-08-03

## Components

- remote · `quantrisk-mcp.quantrisk.workers.dev`: 61/100 (this document), [markdown](https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp.md), [page](https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp)
- npm · `@quantrisk/mcp-server`: 30/100, [markdown](https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp-server.md), [page](https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp-server)

## Channel facts

- Endpoint: `https://quantrisk-mcp.quantrisk.workers.dev/mcp`
- Transports: `streamable-http`
- Auth: `none`
- Version: `1.0.2`

## Trust breakdown

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. Scores are 0–100 per category. Scoring method: https://verifymcp.io/docs/scoring (what has changed: https://verifymcp.io/docs/scoring/changelog)

Scored 2026-08-03.

- **Endpoint Security**: 46/100
  - The endpoint's TLS certificate is valid, in date, and uses a strong key.
  - 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.
  - HTTPS not yet verified: we couldn't determine whether a plaintext access path exists.
  - HSTS check failed: the Strict-Transport-Security header is absent.
  - DNSSEC check failed: this domain isn't protected by DNSSEC.
- **Transport & Reachability**: 100/100
  - Verified streamable-http transport via a live MCP handshake.
- **Schema Quality & AI Usability**: 66/100
  - AI-judged instruction clarity (excellent).
  - 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.
  - Usage-examples check failed: none of the tools include examples.
- **Stability & Change Management**: 27/100
  - Stability observed for 8 of 30 days with no destabilising changes; credit accrues until the full window elapses.
- **Tool Coverage**: 100/100
  - 100% of tools have a non-trivial description (not blank, and not just the tool's name).
  - 100% of tool parameters carry a description.
- **Capabilities**: 100/100
  - Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.

## Install

### Claude

```bash
claude mcp add --transport http dev-quantrisk-mcp-server https://quantrisk-mcp.quantrisk.workers.dev/mcp
```

### Codex

```toml
[mcp_servers.dev-quantrisk-mcp-server]
url = "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
```

### opencode

```json
{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "dev-quantrisk-mcp-server": {
      "type": "remote",
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
      "enabled": true
    }
  }
}
```

### OpenClaw

```bash
openclaw mcp add dev-quantrisk-mcp-server --url https://quantrisk-mcp.quantrisk.workers.dev/mcp --transport streamable-http
```

### Hermes

```yaml
mcp_servers:
  dev-quantrisk-mcp-server:
    url: "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
```

### Other

```json
{
  "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.

## Changelog

Every change recorded for this component, newest first. Days that predate change tracking, or that we cannot explain, say so: "we were watching and nothing happened" and "we were not watching" are different claims.

### 2026-08-03 (score 61, +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.

### 2026-08-01 (score 60, +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.

### 2026-07-31 (score 59, −2)

- [functional] We updated how we score, so this day's move reflects our rubric, not a change to the server

### 2026-07-30 (score 61, +1)

- [functional] We updated how we score, so this day's move reflects our rubric, not a change to the server

### 2026-07-29 (score 60, +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.

### 2026-07-27 (score 59, +1)

- [functional] We updated how we score, so this day's move reflects our rubric, not a change to the server

### 2026-07-26 (score 58)

First indexed and scored.

## MCP tools (10)

### `analyze_risk` (~277 tokens)

Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.

Input parameters:

- `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, required): Array of portfolio positions. Each entry needs a ticker and quantity. Free tier: max 20 positions. Paid tier: up to 500.

### `monte_carlo_simulation` (~249 tokens)

Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.

Input parameters:

- `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, required): 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.

### `stress_test` (~185 tokens)

Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).

Input parameters:

- `custom_shocks`: Custom shock definitions. PAID tier only. Each shock specifies ticker-level, sector-level, or market-wide price changes.
- `positions` (array, required): 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…

### `optimize_portfolio` (~269 tokens)

Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.

Input parameters:

- `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, required): Universe of tickers to optimize across. Must be 2-50 tickers. The optimizer will determine the best weights within this set.

### `correlation_matrix` (~163 tokens)

Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.

Input parameters:

- `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, required): Tickers to include in the correlation matrix. Minimum 2, maximum 50. Free tier: max 10 tickers. Paid tier: up to 50.

### `performance_attribution` (~186 tokens)

Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.

Input parameters:

- `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, required): 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.

### `sector_exposure` (~66 tokens)

Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.

Input parameters:

- `positions` (array, required): Array of portfolio positions to analyze. Returns GICS sector weights, market cap breakdown, and concentration metrics.

### `price_history` (~168 tokens)

Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.

Input parameters:

- `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, required): Ticker symbols to fetch price history for. Free tier: max 1 ticker. Paid tier: up to 20 tickers.

### `compare_portfolios` (~152 tokens)

Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.

Input parameters:

- `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, required): Two to five named portfolios to compare head-to-head. Each needs a unique name and a list of positions. Min: 2, max: 5.

### `calculate_greeks` (~127 tokens)

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.

Input parameters:

- `options` (array, required): 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.

## Diagnostics

Captured diagnostic sections: TLS, DNSSEC, Authorisation, Transports. The full working is on the page: https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp#diagnostics

## Score history

- 2026-08-03: 61
- 2026-08-02: 60
- 2026-08-01: 60
- 2026-07-31: 59
- 2026-07-30: 61
- 2026-07-29: 60
- 2026-07-28: 59
- 2026-07-27: 59
- 2026-07-26: 58

## Links

- Remote endpoint: https://quantrisk-mcp.quantrisk.workers.dev/mcp
- Repository: https://github.com/78degrees/mcp-server
- Website: https://quantrisk.dev/
- Changelog RSS feed: https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp/changelog.xml
- Changelog JSON feed: https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp/changelog.json
- HTML version of this page: https://verifymcp.io/servers/dev-quantrisk-mcp-server/quantrisk-mcp