Quantoracle

io.github.fel123Published by GitHub account fel123v2.4.2Updated Oct 24, 2026

73 deterministic quant tools for AI agents. LLMs drift on Black-Scholes; these are exact math.

VerifiedSTDIODesktop onlyFinanceData & Analytics

Overview

AI-generated overview

A local MCP server that gives an assistant 73 deterministic quant-finance calculators, from options pricing and risk metrics to portfolio and crypto math.

What you can do
Price options and derivatives: Black-Scholes, implied volatility, binomial trees, barrier and Asian options, volatility surfaces, multi-leg strategies. Compute risk and portfolio metrics: Sharpe, Sortino, VaR, CVaR, drawdown, Kelly sizing, mean-variance optimization, risk parity, rebalancing. Run statistics and time-series analysis: regression, cointegration, Hurst, GARCH, distribution fits. Handle crypto/DeFi, FX and macro/TVM math: impermanent loss, liquidation price, funding rate, DEX slippage, interest rate parity, NPV, IRR, CAGR. Run composite workflows that bundle several calculator calls, such as backtests, hedging recommendations, full risk analysis and strategy optimization.
When to use it
Useful when an assistant needs exact, repeatable financial math rather than an LLM's approximation: pricing options, sizing positions, computing risk metrics, or running portfolio and backtest-style analyses from a chat client.
Requirements
Runs locally via npx or a global npm install (Node.js). The calculations are executed by the QuantOracle remote API, so network access is needed. No account or API key for the free tier. Optional environment variables QUANTORACLE_API_URL and QUANTORACLE_X402_WALLET.
Before you install
The free tier is limited to 1,000 calls per IP per day. Ten composite endpoints are paid only, charged in USDC per call via the x402 protocol on Base or Solana mainnet; the client must handle 402 responses, and setting QUANTORACLE_X402_WALLET enables spending. Inputs are sent to the third-party QuantOracle API.

Installation

In SourceWeft

  1. Open Quantoracle in the dashboard and add it to a workspace.
  2. Enable the server for the chats that should use its tools.

Desktop only via STDIO. STDIO servers start a local process, so they need the SourceWeft desktop host.

Other MCP clients

Follow the launch instructions in the repository.

README

quantoracle-mcp

[npm] [MIT License] [x402]

Model Context Protocol (MCP) server exposing 73 deterministic quant finance calculators to AI agents — Claude, ChatGPT, Cursor, Cline, or any MCP-compatible client. Every tool accepts JSON and returns JSON. Same inputs always produce the same outputs.

The math runs on the QuantOracle API; this package is the thin MCP transport layer that lets your agent call those endpoints as native tools.

Try the calculators in your browser first: the same engine powers 12 free interactive calculators at quantoracle.dev — useful for verifying outputs before wiring the MCP server into your agent.

What's included

73 deterministic financial computation tools across 8 categories:

CategoryExamples
Options pricingBlack-Scholes, implied vol, payoff diagrams, multi-leg strategies
DerivativesBinomial trees, barrier, Asian, lookback, volatility surface
Risk metricsSharpe, Sortino, VaR, CVaR, drawdown, Kelly, position sizing
PortfolioMean-variance optimization, risk parity, rebalancing, health scoring
StatisticsRegression, cointegration, Hurst, GARCH, distribution fits
Crypto / DeFiImpermanent loss, liquidation price, funding rate, DEX slippage
FXInterest rate parity, PPP, carry trade, forwards
Macro / TVMTaylor Rule, real yield, NPV, IRR, CAGR

Plus 10 composite workflows that bundle 5-15 calculator calls in a single response: backtest, hedging recommendations, full risk analysis, rebalance planning, options strategy optimizer, etc.

Install

bash
npx quantoracle-mcp

Or install globally:

bash
npm install -g quantoracle-mcpquantoracle-mcp

Configure (Claude Desktop)

Add to your claude_desktop_config.json:

json
{  "mcpServers": {    "quantoracle": {      "command": "npx",      "args": ["-y", "quantoracle-mcp"]    }  }}

Configure (Cursor / Cline / Continue)

In your MCP settings, add:

  • Command: npx
  • Arguments: -y quantoracle-mcp
  • Environment: none required for the free tier

Pricing

TierWhat you getWhat it costs
FreeAll 73 endpoints, 1,000 calls per IP per day, no signup, no API key$0
Paid (x402)Beyond the free tier; required for the 10 paid composite endpoints$0.002–$0.10 USDC per call depending on complexity

Paid calls settle automatically via the x402 protocol on Base mainnet or Solana mainnet. The MCP client (or wrapping framework) is responsible for handling the 402 Payment Required response and retrying with payment headers.

Default behavior: the package never spends money on its own. If a paid endpoint is called and no x402-capable wallet is wired into the client, the call returns a 402 error and exits cleanly. No automatic billing, no surprise charges.

Free-tier endpoints (calculator-only): every endpoint priced $0.002–$0.015. These are the bulk of the 73 endpoints and cover almost any quant-finance use case.

Paid-only endpoints (composites): /v1/risk/full-analysis, /v1/hedging/recommend, /v1/backtest/strategy, /v1/portfolio/rebalance-plan, /v1/options/strategy-optimizer, /v1/options/spread-scan, /v1/trade/evaluate, /v1/portfolio/health, /v1/pairs/signal, /v1/indicators/regime-classify. These wrap many calculator calls and are priced $0.04–$0.10.

Optional environment variables

VariableDefaultPurpose
QUANTORACLE_API_URLhttps://api.quantoracle.devOverride the API endpoint (e.g. for staging or self-hosted)
QUANTORACLE_X402_WALLET(none)If set, the server enables x402 payment for paid endpoints. Without this variable, paid endpoints return 402 and the agent receives a clean error

No QUANTORACLE_API_KEY is required for the free tier. The free tier is rate-limited per source IP, not per account.

Example — Claude Desktop session

After installing, ask Claude:

"Price a 30-day NVDA call with strike $185, spot $180, IV 28%."

Claude calls the options/price tool. Response:

Price: $4.92Greeks: Δ 0.43, Γ 0.043, ν 0.21, Θ -0.034, ρ 0.12Breakeven: $189.92

Or:

"Run a Monte Carlo simulation: $100K portfolio, 30 years, 7% return, 16% vol, 4% withdrawal. What's the success rate?"

Claude calls simulate/montecarlo. Response includes terminal-value distribution (P5/P25/median/P75/P95), probability of loss, probability of ruin, and CAGR.

Resources

License

MIT. See LICENSE.

Source: mcp-server/README.md at commit 20b3fe6

Tools

0
SourceWeft has not started this package in its sandbox yet, so its tools are not known.

Version history

1
  1. v2.4.2LatestSep 16, 2026

Score

50% of the applicable checks met

How complete this listing is, computed from the registry entry, the endpoint and public sources. Not a rating of the server and not a statement that it is safe or working today: reachability is a dated check, and no installs or reviews go into the score.

  • Reached in the last 30 days25 pts

    Keep the endpoint answering the MCP handshake; SourceWeft probes it every 30 days.

  • Auth declared10 pts

    Declare the credential headers in the registry entry, or keep the endpoint answering the probe so its auth can be classified.

  • Tools listed15 pts

    Answer tools/list without a credential, or ship a package that starts in a sandbox without one.

  • DescriptionRequired15 pts
  • Logo10 pts
  • Documentation15 pts
  • License10 pts