Loading…
MCP server for portfolio risk analytics including VaR calculations, Monte Carlo simulations, and stress testing.
Review before connecting
The findings on this server are worth reviewing before you connect an agent to it.
Scanned 1 month ago Due for re-check
A server can change after it's graded. Re-run the automated scan to refresh this report.
This grade is deterministic and reproducible: the same server surface always yields the same grade under a given algorithm version. It is a real automated assessment computed by the MCPGrade engine from what the probe actually observed — not a fabricated or opinion score. It is not a manual human pentest, so it can miss context-specific risks.
Every signal below was measured directly by the automated probe. The grade is derived only from evidence like this — nothing is assumed.
The quantrisk MCP server exposes 10 tools, focused primarily on general-purpose capabilities. Its published description reads: "MCP server for portfolio risk analytics including VaR calculations, Monte Carlo simulations, and stress testing". It communicates over Streamable HTTP using the 2025-06-18 protocol revision, and does not require authorization to connect. MCPGrade currently rates quantrisk C — the findings are worth reviewing before you connect an agent to it. Its most notable findings include "No authorization on a public remote server" and "Over-broad tool surface". This report is a deterministic, reproducible automated assessment: the same observed surface always yields the same grade under a given algorithm version, and it is refreshed as new scans arrive and free to read — but it is not a substitute for a manual human security review. Always re-check quantrisk's advertised tools, transport security, and authorization posture before connecting an autonomous agent or sharing sensitive context with it.
Add quantrisk to an MCP client using the endpoint below. Review the grade and findings above before granting an autonomous agent access.
MCP endpoint
https://quantrisk-mcp.quantrisk.workers.dev/mcpStreamable HTTP transport. This is the MCP endpoint, not a website — paste it into your MCP client server list rather than a browser.
Captured passively during the read-only scan. Click any value to find servers that match it.
The tools this server advertises via tools/list — names, purposes, and the parameters each accepts, exactly as enumerated read-only.
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
Sorted worst-first. Each finding shows its severity, what it means, its OWASP MCP Top-10 mapping, and a recommended fix — the check id links to the exact methodology row that produced it.
The server accepts tool enumeration (and likely invocation) with no authentication.
RecommendationRequire OAuth 2.1 authorization for any server exposing non-public tools.
tool: correlation_matrix
The server advertises open-world / broadly-scoped capabilities.
no annotations on write-capable tool "correlation_matrix"RecommendationScope tools to the minimum needed.
Analyze web pages and entire sites for SEO, accessibility, performance, and security compliance. Generate detailed reports and actionable issue lists to improve site quality and user experien
Validates ZUGFeRD, Factur-X, and XRechnung e-invoices against EN 16931 with correction suggestions.
Tracks US tariff and trade-action changes from Federal Register documents and exposes them through an API for AI agents.
Instant rug-check for any EVM or Solana token, distilled to one clear 0-10 risk verdict.
Provides access to Bible translations, books, chapters, verses, and search functionality.
Remote-first MCP adapter for emitting Settlement Attestation Receipts; not a verifier.
Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
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.