QuantRisk
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
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质量与安全性
A
发现（1）
- LOWTool 'compare_portfolios' description lacks action verb在 compare_portfolios 中
基于对工具定义和协议合规性的自动分析。
上下文开销
~4,756token 数（工具定义）
~4.8 KB典型响应大小
对注意力有显著影响（占 128k 上下文窗口的 3.72%）
这是每次将服务器的工具加载到模型上下文窗口时所消耗的大致 token 数。数值越高，可用于其他任务的注意力就越少。
安装
一键安装
将以下内容添加到你的 `claude_desktop_config.json` 文件中：
{
"mcpServers": {
"mcp-server": {
"command": "npx",
"args": [
"@quantrisk/mcp-server"
]
}
}
}可运行的软件包
npm@quantrisk/mcp-server
1.0.2stdio远程端点
https://quantrisk-mcp.quantrisk.workers.dev/mcpstreamable-http它能做什么
工具清单
工具（10）
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🟢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.
输入模式
{
"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.
输入模式
{
"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).
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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.
输入模式
{
"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#"
}社区
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已验证未记录版本10 个工具
已验证未记录版本10 个工具