Tools
Exactly what the server advertised in the scan completed . Effects and capabilities are classified by Squatch from each tool's metadata. Squatch never runs tools.
- Effect: Read 7
- Effect: Execute 1
- Effect: Unknown effect 2
Showing 10 of 10 tools
| Details | ||
|---|---|---|
| monte_carlo_simulation Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of los… | Effect: Execute | |
| analyze_risk Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown. | Effect: Read | |
| calculate_greeks Calculate option Greeks (delta, gamma, theta, vega, rho) for individual options or an options portfolio. Uses Black-Scholes for European, b… | Effect: Read | |
| compare_portfolios Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only. | Effect: Read | |
| correlation_matrix Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities. | Effect: Read | |
| optimize_portfolio Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Pa… | Effect: Read | |
| price_history Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days. | Effect: Read | |
| stress_test Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier). | Effect: Read | |
| performance_attribution Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, C… | Effect: Unknown effect | |
| sector_exposure Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman… | Effect: Unknown effect |