QuantRisk

{
  "_meta": {
    "io.modelcontextprotocol.registry/official": {
      "status": "active",
      "isLatest": true,
      "updatedAt": "2026-05-09T21:53:30.280311Z",
      "publishedAt": "2026-05-09T21:53:30.280311Z",
      "statusChangedAt": "2026-05-09T21:53:30.280311Z"
    }
  },
  "server": {
    "name": "dev.quantrisk/mcp-server",
    "_meta": {
      "io.modelcontextprotocol.registry/publisher-provided": {
        "tool": "mcp-publisher",
        "tool_version": "1.7.8"
      }
    },
    "title": "QuantRisk",
    "$schema": "https://static.modelcontextprotocol.io/schemas/2025-12-11/server.schema.json",
    "remotes": [
      {
        "url": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
        "type": "streamable-http"
      }
    ],
    "version": "1.0.2",
    "packages": [
      {
        "version": "1.0.2",
        "transport": {
          "type": "stdio"
        },
        "identifier": "@quantrisk/mcp-server",
        "registryType": "npm",
        "registryBaseUrl": "https://registry.npmjs.org",
        "environmentVariables": [
          {
            "name": "QUANTRISK_API_KEY",
            "isSecret": true,
            "description": "API key from https://quantrisk.dev/upgrade. Optional — without one, requests run on the free tier (limited tools and call quotas)."
          }
        ]
      }
    ],
    "repository": {
      "url": "https://github.com/78degrees/mcp-server",
      "source": "github"
    },
    "websiteUrl": "https://quantrisk.dev",
    "description": "Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing."
  }
}