Mcp Server

63 deterministic quantitative finance calculations via MCP. Options pricing, Greeks, implied volatility, exotic derivatives, risk metrics, portfolio optimization, Monte Carlo simulation, statistics, crypto/DeFi, macro/FX, time value of money.

QuantOracle

63 deterministic quant computation tools for AI agents. Every tool accepts JSON and returns JSON. Same inputs always produce same outputs.

Install

bash

npx quantoracle-mcp

Or connect directly via MCP:

text

https://mcp.quantoracle.dev/mcp

Tools

Options Pricing: Black-Scholes pricing with 10 Greeks (delta, gamma, theta, vega, rho, vanna, charm, volga, speed, color), implied volatility solver, multi-leg strategy builder, payoff diagrams.

Exotic Derivatives: Binomial tree, barrier options, lookback options, Asian options, volatility surface, option chain analysis, put-call parity.

Risk Metrics: Portfolio risk (Sharpe, Sortino, max drawdown, VaR, CVaR), Kelly criterion, position sizing, correlation analysis, stress testing, parametric VaR, transaction cost modeling.

Portfolio Optimization: Mean-variance (max Sharpe, min variance, target return), risk parity weights.

Monte Carlo Simulation: Geometric Brownian Motion with configurable paths, steps, and confidence intervals.

Statistics: Linear/polynomial regression, cointegration, Hurst exponent, GARCH forecasting, distribution fitting, correlation matrix, realized volatility, probabilistic Sharpe ratio, z-scores, normal distribution.

Technical Indicators: RSI, MACD, Bollinger Bands, ATR, Fibonacci retracement, crossover detection, regime detection.

Crypto/DeFi: Impermanent loss (v2/v3), liquidation price, funding rate analysis, DEX slippage, APY/APR conversion, vesting schedules, rebalance thresholds.

FX: Interest rate parity, purchasing power parity, forward rates, carry trade analysis.

Macro: Taylor Rule, Fisher equation, inflation-adjusted returns, real yield.

Time Value of Money: Present value, future value, NPV, IRR, CAGR.

Pricing

1,000 free calls per day. After that, pay-per-call via x402 (USDC on Base):

• $0.002 — Simple formulas (z-score, APY convert, TVM)
• $0.005 — Medium computation (Black-Scholes, Kelly, indicators)
• $0.008 — Complex computation (exotic derivatives, regression, GARCH)
• $0.015 — Heavy optimization (Monte Carlo, portfolio optimize, vol surface)

Usage

Ask the agent to use QuantOracle tools for any quantitative finance calculation. Examples:

• "Price a call option on AAPL at strike $200, spot $195, 30 days to expiry, 25% vol"
• "Calculate the optimal Kelly fraction for a strategy with 55% win rate, 1.2:1 reward-to-risk"
• "Run a Monte Carlo simulation of a $100 stock with 20% vol over 1 year"
• "What's the implied volatility if this option is trading at $5.50?"
• "Calculate impermanent loss for an ETH/USDC v3 position between $2000-$4000"