dev.quantrisk/mcp-server

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Au dernier audit MCP Hub, le serveur MCP « dev.quantrisk/mcp-server » est classé « Non encore testé ». Référencé dans l'annuaire. Seul le pentest comportemental fait foi, et il n'a pas encore été exécuté sur ce serveur. Le verdict est réévalué en continu ; consultez la fiche pour l'état à jour.

Méthode : MCP Hub analyse la description de chaque outil (couche 1) et, pour le verdict fort, exécute le serveur dans une micro-VM isolée avec leurres et réseau bloqué (couche 2). On publie des noms et des compteurs, jamais le contenu brut renvoyé par un outil.

Les 10 outils

• analyze_risk≈ 551 tokens

  Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.

  Paramètres, retour & exemple (6)

  Paramètres

  • method · string · optionnel · historical | parametric | cornish_fisher
    VaR calculation method. "historical" uses empirical return distribution, "parametric" assumes normality, "cornish_fisher" adjusts for skew and kurtosis. Default: "historical".
  • benchmark · string · optionnel
    Benchmark ticker for beta calculation, e.g. SPY or QQQ. Default: SPY.
  • positions · array · requis
    Array of portfolio positions. Each entry needs a ticker and quantity. Free tier: max 20 positions. Paid tier: up to 500.
  • horizon_days · integer · optionnel
    Risk horizon in trading days. 1 = overnight, 21 ≈ 1 month, 252 ≈ 1 year. Default: 1.
  • lookback_days · integer · optionnel
    Number of historical trading days to use. 252 ≈ 1 year, 756 ≈ 3 years. Range: 30-1260. Default: 252.
  • confidence_level · number · optionnel
    VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95.

  Exemple d'appel

  {"name": "analyze_risk", "arguments": {"positions": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• calculate_greeks≈ 600 tokens

  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.

  Paramètres, retour & exemple (2)

  Paramètres

  • options · array · requis
    Array of option positions to calculate Greeks for. 1-100 options. Results include per-option Greeks and aggregated portfolio Greeks.
  • risk_free_rate · number · optionnel
    Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Black-Scholes and binomial pricing models. Default: 0.05.

  Exemple d'appel

  {"name": "calculate_greeks", "arguments": {"options": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• compare_portfolios≈ 484 tokens

  Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.

  Paramètres, retour & exemple (3)

  Paramètres

  • portfolios · array · requis
    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 · integer · optionnel
    Lookback period in trading days used for return and risk calculations. 252 = ~1 year. Range: 30-1260. Default: 252.
  • confidence_level · number · optionnel
    VaR confidence level as a decimal, e.g. 0.95 = 95%. Range: 0.01-0.99. Default: 0.95.

  Exemple d'appel

  {"name": "compare_portfolios", "arguments": {"portfolios": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• correlation_matrix≈ 285 tokens

  Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.

  Paramètres, retour & exemple (3)

  Paramètres

  • method · string · optionnel · pearson | spearman | kendall
    Correlation method. "pearson" = linear correlation (standard), "spearman" = rank-based (robust to outliers), "kendall" = concordance-based. Default: "pearson".
  • tickers · array · requis
    Tickers to include in the correlation matrix. Minimum 2, maximum 50. Free tier: max 10 tickers. Paid tier: up to 50.
  • lookback_days · integer · optionnel
    Historical window for computing correlations in trading days. 30 = ~6 weeks, 252 = ~1 year. Range: 30-1260. Default: 252.

  Exemple d'appel

  {"name": "correlation_matrix", "arguments": {"tickers": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• monte_carlo_simulation≈ 550 tokens

  Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.

  Paramètres, retour & exemple (6)

  Paramètres

  • seed · ? · optionnel
    Random seed for reproducible results. Omit for a fresh random run each time.
  • model · string · optionnel · gbm | jump_diffusion
    Stochastic process model. "gbm" = Geometric Brownian Motion (standard), "jump_diffusion" = adds jump risk for fat-tail scenarios. Default: "gbm".
  • num_paths · integer · optionnel
    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.
  • positions · array · requis
    Array of portfolio positions. Free tier: max 20 positions. Paid tier: up to 500.
  • horizon_days · integer · optionnel
    Simulation horizon in trading days. 21 ≈ 1 month, 63 ≈ 1 quarter, 252 ≈ 1 year. Default: 21.
  • lookback_days · integer · optionnel
    Historical window used to estimate drift and volatility parameters. Range: 30-1260 trading days. Default: 252.

  Exemple d'appel

  {"name": "monte_carlo_simulation", "arguments": {"positions": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• optimize_portfolio≈ 634 tokens

  Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.

  Paramètres, retour & exemple (6)

  Paramètres

  • tickers · array · requis
    Universe of tickers to optimize across. Must be 2-50 tickers. The optimizer will determine the best weights within this set.
  • objective · string · optionnel · max_sharpe | min_variance | target_return
    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".
  • constraints · object · optionnel
    Optional weight constraints. See ConstraintsInput for details.
  • lookback_days · integer · optionnel
    Historical window for estimating return and covariance. 252 = 1 year, 756 = 3 years, 1260 = 5 years. Range: 252-1260. Default: 756.
  • target_return · ? · optionnel
    Required when objective is "target_return". Annualized return as a decimal, e.g. 0.12 = 12% annual return target.
  • risk_free_rate · number · optionnel
    Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe ratio calculation. Default: 0.05.

  Exemple d'appel

  {"name": "optimize_portfolio", "arguments": {"tickers": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• performance_attribution≈ 454 tokens

  Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.

  Paramètres, retour & exemple (4)

  Paramètres

  • benchmark · string · optionnel
    Benchmark ticker for relative performance metrics (Information Ratio, Tracking Error, Beta). Default: SPY.
  • positions · array · requis
    Array of portfolio positions. Free tier: max 20 positions (basic ratios only). Paid tier: up to 500 positions with full factor attribution.
  • period_days · integer · optionnel
    Measurement period in trading days. 252 = ~1 year. Range: 30-1260. Default: 252.
  • risk_free_rate · number · optionnel
    Annualized risk-free rate as a decimal, e.g. 0.05 = 5%. Used in Sharpe, Sortino, and Treynor ratios. Default: 0.05.

  Exemple d'appel

  {"name": "performance_attribution", "arguments": {"positions": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• price_history≈ 276 tokens

  Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.

  Paramètres, retour & exemple (3)

  Paramètres

  • days · integer · optionnel
    Number of historical trading days to return. Free tier: max 252 days (~1 year). Paid tier: up to 1260 days (~5 years). Default: 252.
  • tickers · array · requis
    Ticker symbols to fetch price history for. Free tier: max 1 ticker. Paid tier: up to 20 tickers.
  • interval · string · optionnel · daily | weekly | monthly
    Price interval. "daily" returns one OHLCV row per trading day, "weekly" aggregates to weekly bars, "monthly" aggregates to monthly bars. Default: "daily".

  Exemple d'appel

  {"name": "price_history", "arguments": {"tickers": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• sector_exposure≈ 289 tokens

  Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.

  Paramètres, retour & exemple (1)

  Paramètres

  • positions · array · requis
    Array of portfolio positions to analyze. Returns GICS sector weights, market cap breakdown, and concentration metrics.

  Exemple d'appel

  {"name": "sector_exposure", "arguments": {"positions": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

• stress_test≈ 691 tokens

  Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).

  Paramètres, retour & exemple (3)

  Paramètres

  • positions · array · requis
    Array of portfolio positions. Free tier: max 20 positions and historical scenarios only. Paid tier: up to 500 positions plus custom shocks.
  • scenarios · array · optionnel
    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 · ? · optionnel
    Custom shock definitions. PAID tier only. Each shock specifies ticker-level, sector-level, or market-wide price changes.

  Exemple d'appel

  {"name": "stress_test", "arguments": {"positions": []}}

  Exemple de retour

  {"content": [{"type": "text", "text": "…"}]}

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Source

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