INDIVIDUAL MCP TOOL

optimize_portfolio

Find the optimal portfolio allocation using mean-variance optimization.

quantrisk.devnone authenticationAvailability not checked

Input schema

{}

Inferred read-only · medium confidence · heuristic, not a guarantee.

No write-capable action terms were found; this is not proof that invocation has no side effects.

CONNECT WITH APPROVAL

Review this server and its permissions before adding it. Secret placeholders must be set locally.

Codex

~/.codex/config.toml

[mcp_servers.quantrisk]
url = "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
enabled = true

Claude Code

.mcp.json

{
  "mcpServers": {
    "quantrisk": {
      "type": "http",
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}

Claude Desktop

Settings → Connectors → Add custom connector

Name: quantrisk
Remote MCP URL: https://quantrisk-mcp.quantrisk.workers.dev/mcp

Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.

Cursor

.cursor/mcp.json

{
  "mcpServers": {
    "quantrisk": {
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}

Visual Studio Code

.vscode/mcp.json

Add to Visual Studio Code

{
  "servers": {
    "quantrisk": {
      "type": "http",
      "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
    }
  }
}

Generic MCP

Client-specific MCP configuration

{
  "name": "quantrisk",
  "transport": "streamable-http",
  "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}

MCP Inspector

Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.

analyze_risk — Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
monte_carlo_simulation — Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
stress_test — Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.
correlation_matrix — Compute the pairwise correlation matrix for a set of assets.
performance_attribution — Break down portfolio performance into factor exposures, sector allocation, and position contributions.
sector_exposure — Break down portfolio exposure by GICS sector, market cap, and asset class.
price_history — Fetch historical OHLCV price data for one or more tickers.
compare_portfolios — Compare two or more portfolio allocations head-to-head across all key risk and return metrics.