QuantRisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
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Hallazgos (1)
- LOWTool 'compare_portfolios' description lacks action verben compare_portfolios
Basado en el análisis automatizado de las definiciones de herramientas y el cumplimiento del protocolo.
Costo de contexto
~4,756Tokens (definiciones de herramientas)
~4.8 KBTamaño de respuesta típico
Impacto significativo en la atención (3.72% del contexto de 128k)
Este es el número aproximado de tokens que se consumen cada vez que las herramientas del servidor se cargan en el contexto de un modelo. Los recuentos más altos reducen la atención disponible para otras tareas.
Instalar
Instalación con un clic
Agrega esto a tu archivo `claude_desktop_config.json`:
{
"mcpServers": {
"mcp-server": {
"command": "npx",
"args": [
"@quantrisk/mcp-server"
]
}
}
}Paquetes ejecutables
npm@quantrisk/mcp-server
1.0.2stdioPuntos de conexión remotos
https://quantrisk-mcp.quantrisk.workers.dev/mcpstreamable-httpQué puede hacer
Inventario de herramientas
Herramientas (10)
🟢 Solo lectura🟡 Escritura🔴 Eliminación⚪ Desconocido
🟢analyze_risk(positions, confidence_level, horizon_days, method, benchmark, ...)
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
Esquema de entrada
{
"type": "object",
"properties": {
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Array of portfolio positions. Each entry needs a ticker and quantity. Free tier: max 20 positions. Paid tier: up to 500."
},
"confidence_level": {
"type": "number",
"minimum": 0.01,
"maximum": 0.99,
"default": 0.95,
"description": "VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95."
},
"horizon_days": {
"type": "integer",
"minimum": 1,
"maximum": 252,
"default": 1,
"description": "Risk horizon in trading days. 1 = overnight, 21 ≈ 1 month, 252 ≈ 1 year. Default: 1."
},
"method": {
"type": "string",
"enum": [
"historical",
"parametric",
"cornish_fisher"
],
"default": "historical",
"description": "VaR calculation method. \"historical\" uses empirical return distribution, \"parametric\" assumes normality, \"cornish_fisher\" adjusts for skew and kurtosis. Default: \"historical\"."
},
"benchmark": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"default": "SPY",
"description": "Benchmark ticker for beta calculation, e.g. SPY or QQQ. Default: SPY."
},
"lookback_days": {
"type": "integer",
"minimum": 30,
"maximum": 1260,
"default": 252,
"description": "Number of historical trading days to use. 252 ≈ 1 year, 756 ≈ 3 years. Range: 30-1260. Default: 252."
}
},
"required": [
"positions"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪monte_carlo_simulation(positions, num_paths, horizon_days, model, lookback_days, ...)
Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
Esquema de entrada
{
"type": "object",
"properties": {
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Array of portfolio positions. Free tier: max 20 positions. Paid tier: up to 500."
},
"num_paths": {
"type": "integer",
"minimum": 100,
"maximum": 100000,
"default": 10000,
"description": "Number of simulation paths to run. More paths = more accurate but slower. Free tier: max 1,000. Paid tier: up to 100,000. Default: 10,000."
},
"horizon_days": {
"type": "integer",
"minimum": 1,
"maximum": 252,
"default": 21,
"description": "Simulation horizon in trading days. 21 ≈ 1 month, 63 ≈ 1 quarter, 252 ≈ 1 year. Default: 21."
},
"model": {
"type": "string",
"enum": [
"gbm",
"jump_diffusion"
],
"default": "gbm",
"description": "Stochastic process model. \"gbm\" = Geometric Brownian Motion (standard), \"jump_diffusion\" = adds jump risk for fat-tail scenarios. Default: \"gbm\"."
},
"lookback_days": {
"type": "integer",
"minimum": 30,
"maximum": 1260,
"default": 252,
"description": "Historical window used to estimate drift and volatility parameters. Range: 30-1260 trading days. Default: 252."
},
"seed": {
"anyOf": [
{
"type": "integer",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Random seed for reproducible results. Omit for a fresh random run each time."
}
},
"required": [
"positions"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪stress_test(positions, scenarios, custom_shocks)
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
Esquema de entrada
{
"type": "object",
"properties": {
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Array of portfolio positions. Free tier: max 20 positions and historical scenarios only. Paid tier: up to 500 positions plus custom shocks."
},
"scenarios": {
"type": "array",
"items": {
"type": "string",
"enum": [
"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_2020"
],
"description": "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_2020]."
},
"custom_shocks": {
"anyOf": [
{
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {
"type": "string",
"minLength": 1,
"maxLength": 50,
"description": "Name for this custom scenario, e.g. 'Rate spike +300bps'. 1-50 characters."
},
"ticker_shocks": {
"type": "object",
"additionalProperties": {
"type": "number",
"minimum": -1,
"maximum": 1
},
"description": "Per-ticker price shocks as decimals, e.g. { AAPL: -0.20 } = AAPL drops 20%. Range: -1.0 to 1.0."
},
"sector_shocks": {
"type": "object",
"additionalProperties": {
"type": "number",
"minimum": -1,
"maximum": 1
},
"description": "Per-sector shocks applied to all positions in that sector. e.g. { Technology: -0.15 }. Range: -1.0 to 1.0."
},
"market_shock": {
"type": "number",
"minimum": -1,
"maximum": 1,
"description": "Broad market shock applied to all positions not covered by ticker_shocks or sector_shocks. e.g. -0.10 = market down 10%. Range: -1.0 to 1.0."
}
},
"required": [
"name"
],
"additionalProperties": false
}
},
{
"type": "null"
}
],
"description": "Custom shock definitions. PAID tier only. Each shock specifies ticker-level, sector-level, or market-wide price changes."
}
},
"required": [
"positions"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}🟢optimize_portfolio(tickers, objective, target_return, constraints, risk_free_rate, ...)
Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
Esquema de entrada
{
"type": "object",
"properties": {
"tickers": {
"type": "array",
"items": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$"
},
"minItems": 2,
"maxItems": 50,
"description": "Universe of tickers to optimize across. Must be 2-50 tickers. The optimizer will determine the best weights within this set."
},
"objective": {
"type": "string",
"enum": [
"max_sharpe",
"min_variance",
"target_return"
],
"default": "max_sharpe",
"description": "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\"."
},
"target_return": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Required when objective is \"target_return\". Annualized return as a decimal, e.g. 0.12 = 12% annual return target."
},
"constraints": {
"type": "object",
"properties": {
"min_weight": {
"type": "number",
"minimum": 0,
"maximum": 1,
"default": 0,
"description": "Minimum allocation weight per asset as a decimal. 0.0 = no minimum (asset may be excluded). Range: 0.0-1.0. Default: 0.0."
},
"max_weight": {
"type": "number",
"minimum": 0,
"maximum": 1,
"default": 1,
"description": "Maximum allocation weight per asset as a decimal. 0.1 = max 10% in any single asset. Range: 0.0-1.0. Default: 1.0."
},
"sector_max": {
"anyOf": [
{
"type": "object",
"additionalProperties": {
"type": "number",
"minimum": 0,
"maximum": 1
}
},
{
"type": "null"
}
],
"description": "Maximum total portfolio weight per sector, e.g. { Technology: 0.30 } = max 30% in tech. Keys should be GICS sector names."
}
},
"additionalProperties": false,
"description": "Optional weight constraints. See ConstraintsInput for details."
},
"risk_free_rate": {
"type": "number",
"minimum": 0,
"maximum": 1,
"default": 0.05,
"description": "Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe ratio calculation. Default: 0.05."
},
"lookback_days": {
"type": "integer",
"minimum": 252,
"maximum": 1260,
"default": 756,
"description": "Historical window for estimating return and covariance. 252 = 1 year, 756 = 3 years, 1260 = 5 years. Range: 252-1260. Default: 756."
}
},
"required": [
"tickers"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}🟡correlation_matrix(tickers, lookback_days, method)
Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
Esquema de entrada
{
"type": "object",
"properties": {
"tickers": {
"type": "array",
"items": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$"
},
"minItems": 2,
"maxItems": 50,
"description": "Tickers to include in the correlation matrix. Minimum 2, maximum 50. Free tier: max 10 tickers. Paid tier: up to 50."
},
"lookback_days": {
"type": "integer",
"minimum": 30,
"maximum": 1260,
"default": 252,
"description": "Historical window for computing correlations in trading days. 30 = ~6 weeks, 252 = ~1 year. Range: 30-1260. Default: 252."
},
"method": {
"type": "string",
"enum": [
"pearson",
"spearman",
"kendall"
],
"default": "pearson",
"description": "Correlation method. \"pearson\" = linear correlation (standard), \"spearman\" = rank-based (robust to outliers), \"kendall\" = concordance-based. Default: \"pearson\"."
}
},
"required": [
"tickers"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪performance_attribution(positions, period_days, benchmark, risk_free_rate)
Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
Esquema de entrada
{
"type": "object",
"properties": {
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Array of portfolio positions. Free tier: max 20 positions (basic ratios only). Paid tier: up to 500 positions with full factor attribution."
},
"period_days": {
"type": "integer",
"minimum": 30,
"maximum": 1260,
"default": 252,
"description": "Measurement period in trading days. 252 = ~1 year. Range: 30-1260. Default: 252."
},
"benchmark": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"default": "SPY",
"description": "Benchmark ticker for relative performance metrics (Information Ratio, Tracking Error, Beta). Default: SPY."
},
"risk_free_rate": {
"type": "number",
"minimum": 0,
"maximum": 1,
"default": 0.05,
"description": "Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe, Sortino, and Treynor ratios. Default: 0.05."
}
},
"required": [
"positions"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪sector_exposure(positions)
Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
Esquema de entrada
{
"type": "object",
"properties": {
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Array of portfolio positions to analyze. Returns GICS sector weights, market cap breakdown, and concentration metrics."
}
},
"required": [
"positions"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}🟢price_history(tickers, days, interval)
Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
Esquema de entrada
{
"type": "object",
"properties": {
"tickers": {
"type": "array",
"items": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$"
},
"minItems": 1,
"maxItems": 20,
"description": "Ticker symbols to fetch price history for. Free tier: max 1 ticker. Paid tier: up to 20 tickers."
},
"days": {
"type": "integer",
"minimum": 1,
"maximum": 1260,
"default": 252,
"description": "Number of historical trading days to return. Free tier: max 252 days (~1 year). Paid tier: up to 1260 days (~5 years). Default: 252."
},
"interval": {
"type": "string",
"enum": [
"daily",
"weekly",
"monthly"
],
"default": "daily",
"description": "Price interval. \"daily\" returns one OHLCV row per trading day, \"weekly\" aggregates to weekly bars, \"monthly\" aggregates to monthly bars. Default: \"daily\"."
}
},
"required": [
"tickers"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪compare_portfolios(portfolios, period_days, confidence_level)
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
Esquema de entrada
{
"type": "object",
"properties": {
"portfolios": {
"type": "array",
"items": {
"type": "object",
"properties": {
"name": {
"type": "string",
"minLength": 1,
"maxLength": 50,
"description": "Human-readable label for this portfolio, e.g. 'Current' or 'Rebalanced'. 1-50 chars."
},
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"ticker": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol, e.g. AAPL or MSFT. Must be uppercase, 1-10 characters."
},
"quantity": {
"type": "number",
"description": "Number of shares held. Use a negative value to represent a short position."
},
"cost_basis": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Per-share cost basis in USD. Optional — used only for P&L calculations."
}
},
"required": [
"ticker",
"quantity"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 500,
"description": "Positions in this portfolio. 1-500 entries."
}
},
"required": [
"name",
"positions"
],
"additionalProperties": false
},
"minItems": 2,
"maxItems": 5,
"description": "Two to five named portfolios to compare head-to-head. Each needs a unique name and a list of positions. Min: 2, max: 5."
},
"period_days": {
"type": "integer",
"minimum": 30,
"maximum": 1260,
"default": 252,
"description": "Lookback period in trading days used for return and risk calculations. 252 = ~1 year. Range: 30-1260. Default: 252."
},
"confidence_level": {
"type": "number",
"minimum": 0.01,
"maximum": 0.99,
"default": 0.95,
"description": "VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95."
}
},
"required": [
"portfolios"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}🟢calculate_greeks(options, risk_free_rate)
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.
Esquema de entrada
{
"type": "object",
"properties": {
"options": {
"type": "array",
"items": {
"type": "object",
"properties": {
"underlying": {
"type": "string",
"minLength": 1,
"maxLength": 10,
"pattern": "^[A-Z0-9.^-]{1,10}$",
"description": "Ticker symbol of the underlying asset, e.g. AAPL."
},
"strike": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Option strike price in USD. Must be a positive number."
},
"expiry": {
"type": "string",
"pattern": "^\\d{4}-\\d{2}-\\d{2}$",
"description": "Option expiry date in ISO 8601 format, e.g. 2026-12-19. Must be a future date."
},
"option_type": {
"type": "string",
"enum": [
"call",
"put"
],
"description": "Option type: \"call\" gives the right to buy, \"put\" gives the right to sell."
},
"style": {
"type": "string",
"enum": [
"european",
"american"
],
"default": "european",
"description": "Option exercise style. \"european\" can only be exercised at expiry (Black-Scholes). \"american\" can be exercised any time (binomial model). Default: \"european\"."
},
"quantity": {
"type": "integer",
"default": 1,
"description": "Number of contracts. Positive = long, negative = short. Default: 1."
},
"implied_volatility": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Implied volatility as a decimal, e.g. 0.25 = 25%. If omitted or null, it is computed from market_price."
},
"market_price": {
"anyOf": [
{
"type": "number",
"exclusiveMinimum": 0
},
{
"type": "null"
}
],
"description": "Current market price of the option in USD. Required when implied_volatility is not provided."
}
},
"required": [
"underlying",
"strike",
"expiry",
"option_type"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 100,
"description": "Array of option positions to calculate Greeks for. 1-100 options. Results include per-option Greeks and aggregated portfolio Greeks."
},
"risk_free_rate": {
"type": "number",
"minimum": 0,
"maximum": 1,
"default": 0.05,
"description": "Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Black-Scholes and binomial pricing models. Default: 0.05."
}
},
"required": [
"options"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}Comunidad
Evidencia
Observaciones recientes
verificadoversión no registrada10 herramientas
verificadoversión no registrada10 herramientas