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 onl
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
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
We re-grade npm:@quantrisk/mcp-server on a schedule and alert your Slack/webhook the moment its tools change or its grade drops — rug-pull insurance for the connection.
Add the wmcp.sh trust oracle as an MCP server and call grade_mcp_server / check_mcp_drift in your agent's pre-connection gate:
https://wmcp.sh/mcp/trust
readOnly vs observed behavior) layer on via the wmcp.sh proxy.