QuantRisk
Run portfolio risk, VaR, stress tests, and options Greeks from your agent while you analyze trading or fintech side projects.
Overview
dev.quantrisk/mcp-server is a MCP server for the Grow phase that exposes portfolio risk analytics including VaR, Monte Carlo, optimization, Greeks, and stress testing to AI agents.
What is this MCP server?
- Portfolio risk toolkit: VaR, Monte Carlo simulation, optimization, options Greeks, stress testing
- Hosted remote at quantrisk-mcp.quantrisk.workers.dev/mcp plus npm @quantrisk/mcp-server with stdio
- Optional QUANTRISK_API_KEY—free tier runs with limited tools and call quotas
- Registry version 1.0.2 from GitHub 78degrees/mcp-server, website quantrisk.dev
- Finance-focused MCP distinct from generic spreadsheet or charting integrations
- 5 analytics areas named: VaR, Monte Carlo, optimization, options Greeks, stress testing
- 2 transports: Workers.dev HTTP remote and npm stdio with optional QUANTRISK_API_KEY
Community signal: 2 GitHub stars.
What problem does it solve?
Building portfolio risk checks inside an agent chat means re-implementing quant models or exporting CSVs to desktop tools every time you stress-test an idea.
Who is it for?
Indie fintech and quant-curious builders who want agent-driven VaR, Monte Carlo, and stress tests via quantrisk.dev without a full quant stack locally.
Skip if: Non-financial SaaS founders who only need revenue MRR charts, or regulated institutions requiring on-prem-only risk engines.
What do I get? / Deliverables
After registering QuantRisk MCP, your agent can run stated risk analytics tools on demand, with tier limits on the free plan unless you add QUANTRISK_API_KEY.
- Agent-invokable VaR, Monte Carlo, optimization, Greeks, and stress-test results from QuantRisk
- Repeatable quant checks documented in agent sessions for fintech build and grow loops
Recommended MCP Servers
Journey fit
Quant analytics MCPs matter once you measure and stress-test financial behavior of a product, portfolio feature, or pricing model—not when you first sketch an idea. Analytics subphase fits tooling that turns positions and scenarios into metrics agents can interpret for dashboards and decisions.
How it compares
Portfolio risk analytics MCP, not a generic data warehouse connector or tax filing skill.
Common Questions / FAQ
Who is dev.quantrisk/mcp-server for?
Solo builders and small teams adding portfolio risk and options analytics to agent workflows for fintech prototypes, research, or internal dashboards.
When should I use dev.quantrisk/mcp-server?
Use it in Grow when you analyze portfolio risk, run stress scenarios, or validate quant features before shipping financial tooling to users.
How do I add dev.quantrisk/mcp-server to my agent?
Add the HTTP remote https://quantrisk-mcp.quantrisk.workers.dev/mcp or install @quantrisk/mcp-server for stdio; set QUANTRISK_API_KEY from quantrisk.dev/upgrade for full quotas.