QuantRisk

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

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What it can do

    What data it sees

    Do you need an account

    No: the server works without sign-in

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

    How to connect

    How to connect QuantRisk to Claude

    The server address to paste into Claude settings:

    https://quantrisk-mcp.quantrisk.workers.dev/mcp

    1. Open Claude (claude.ai or the desktop app).
    2. Go to Settings → Connectors.
    3. Click Add custom connector.
    4. Paste the server address copied below into Remote MCP server URL and click Add.
    5. In a chat, click + → Connectors and switch the new connector on.

    Custom connectors are available on Free, Pro, Max, Team and Enterprise plans (Free is limited to one). On Team and Enterprise an organization Owner adds the connector first under Organization settings → Connectors.

    Authorization

    After you click Add, a sign-in window for the service opens. Sign in with your own account and approve access. Claude never sees your password.

    How to connect QuantRisk to ChatGPT

    The server address to paste into ChatGPT settings:

    https://quantrisk-mcp.quantrisk.workers.dev/mcp

    1. Open ChatGPT in a browser (chatgpt.com). A Plus, Pro, Business, Enterprise or Edu plan is required.
    2. Turn on developer mode once: Settings → Apps → Advanced settings → Developer mode.
    3. Open Settings → Connectors and click Create.
    4. Fill in the form: Name (anything), Description (one line about what the service does), MCP server URL (copy it below).
    5. Under Authentication choose OAuth if the service requires sign-in, otherwise None. Click Create.
    6. In a new chat open + → Apps/Connectors and enable the connector.

    OpenAI has renamed this section before (Connectors → Apps/Plugins). If the label differs, search settings for "developer mode". On Business/Enterprise workspaces an admin must allow custom connectors first.

    Authorization

    On first use ChatGPT opens the service's sign-in window. Sign in and approve access.

    How to connect QuantRisk to Cursor

    The server address to paste into Cursor settings:

    https://quantrisk-mcp.quantrisk.workers.dev/mcp

    Fastest: click Open in Cursor below and confirm the prompt.

    Manually:

    1. In Cursor open Settings → Cursor Settings → MCP and click Add new global MCP server.
    2. Paste the JSON copied below into ~/.cursor/mcp.json (per project: .cursor/mcp.json in the repo root).
    3. Save the file. The server appears in the MCP list; authorize it there if asked.

    Authorization

    If the service needs sign-in, an authorize button appears next to the server in the MCP list.

    Server tool list (10)

    Raw names from tools/list. Only developers need these.

    analyze_riskCalculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
    monte_carlo_simulationRun Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
    stress_testStress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
    optimize_portfolioFind the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
    correlation_matrixCompute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
    performance_attributionBreak down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
    sector_exposureBreak down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
    price_historyFetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
    compare_portfoliosCompare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
    calculate_greeksCalculate 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.