VaR, Monte Carlo simulations, stress testing, and portfolio optimization — all from a natural language conversation. Install in 30 seconds.
npm install -g @quantrisk/mcp-server
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Real output from real market data. Not mockups.
Your $173K portfolio has a 95% 1-month VaR of $15,162 — meaning there's a 5% chance of losing more than 8.76% in any given month. The beta of 1.28 means you're amplifying market moves by about 28%.
Across 1,000 GBM simulations over 63 trading days, your portfolio has an 83% chance of being in the green. The median outcome is +9.8% — but the tail risk is real: in the worst 5% of paths, you're down $19K+.
A GFC-level event would cut your portfolio in half. Your heaviest exposure — MSFT at $49.8K — takes the biggest absolute hit in every scenario. Consider hedging or rebalancing if a >50% drawdown isn't within your risk tolerance.
Everything a quant needs, accessible through natural conversation.
VaR, CVaR, volatility, beta, max drawdown. Historical, parametric, or Cornish-Fisher.
FreeGBM or jump-diffusion paths. Percentile outcomes, probability of loss, expected shortfall.
Free8 historical crisis scenarios: GFC, COVID, Black Monday, dot-com, and more.
FreePairwise correlation and covariance between all positions. Spot concentration risk.
FreeDaily OHLCV data for any ticker. Adjusted close, volume, splits accounted for.
FreePortfolio allocation by GICS sector. See where your concentration risk lives.
FreeBreak down returns by position. See what's driving gains and dragging performance.
FreeMean-variance optimization. Max Sharpe, min variance, or target return with constraints.
ProSide-by-side risk comparison of two portfolios. See which one is more efficient.
ProBlack-Scholes Greeks for options positions: delta, gamma, theta, vega, rho.
ProNo credit card required. Install and start analyzing immediately.