Measured share of answer for 20 SaaS brands. An open dataset, not an audit of your site.
Data & AnalyticsData access / search
- Passed: Handshake
- Passed: Tools listed
- Passed: Updated recently
Median latency 836 ms · Last checked
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Evidence for your next connection.
Independent measurements of remote MCP servers. Every observation has a timestamp.
Read-only probesMCP server · Data access / search
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
2 failed · 8 not measured
Median of successful probes over 7 days
Share of countable probes over 30 days, including daily rollups. Auth challenges are excluded.
Tool definitions returned by this server
Independent monitoring
Responded
The server completed its last measured handshake. This is an observation, not a guarantee.
Last checked| Test area | Passed | Failed | Unmeasured |
|---|---|---|---|
ConnectionCan a client connect and discover tools? | 5 | 0 | 0 |
Reliability & speedDoes it respond consistently and quickly? | 0 | 0 | 4 |
Access & authenticationWhat is required to use this server? | 1 | 0 | 2 |
Tool qualityAre the tool definitions usable by an agent? | 3 | 1 | 0 |
Publisher identityCan the publisher be traced to its source? | 3 | 1 | 2 |
Unmeasured means there is not enough evidence to decide. How these checks work
Start using QuantRisk
Choose your client, copy the configuration, then enable the server in your client’s MCP settings.
Run this command in your terminal, then restart Claude Code.
Claude Code
claude mcp add --transport http quantrisk https://quantrisk-mcp.quantrisk.workers.dev/mcpCapabilities
Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
DiscoveredCalculate 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.
DiscoveredCompare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
DiscoveredCompute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
DiscoveredRun Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
DiscoveredFind the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
DiscoveredBreak down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
DiscoveredFetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
DiscoveredBreak down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
DiscoveredStress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
DiscoveredRecent measurements
| Checked | Result | Response | Tools |
|---|---|---|---|
| Connected | 94 ms | 10 |