Portfolio risk analytics engine exposed as MCP tools — VaR, Monte Carlo, Markowitz optimization, options Greeks, and stress testing — for quant traders talking to AI assistants.
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analyze_riskCalculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.Calculate core risk metrics for a portfolio — Value at Risk (VaR), Conditional VaR (CVaR), volatility, beta, and max drawdown.
No input schema was published for this tool.
monte_carlo_simulationRun Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.Run Monte Carlo simulation on a portfolio to model the distribution of future returns, including percentile outcomes and probability of loss.
No input schema was published for this tool.
stress_testStress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).Stress test a portfolio against historical crisis scenarios (GFC 2008, COVID 2020, etc.) or custom shocks (paid tier).
No input schema was published for this tool.
optimize_portfolioFind the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.Find the optimal portfolio allocation using mean-variance optimization. Supports max Sharpe, min variance, and target return objectives. Paid tier only.
No input schema was published for this tool.
correlation_matrixCompute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.Compute the pairwise correlation matrix for a set of assets. Identifies highly correlated pairs and diversification opportunities.
No input schema was published for this tool.
performance_attributionBreak down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.Break down portfolio performance into factor exposures, sector allocation, and position contributions. Computes Sharpe, Sortino, Treynor, Calmar, and Information ratios.
No input schema was published for this tool.
sector_exposureBreak down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.Break down portfolio exposure by GICS sector, market cap, and asset class. Returns concentration metrics including the Herfindahl-Hirschman Index.
No input schema was published for this tool.
price_historyFetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.Fetch historical OHLCV price data for one or more tickers. Free tier: 1 ticker, 252 days. Paid tier: up to 20 tickers, 1260 days.
No input schema was published for this tool.
compare_portfoliosCompare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.Compare two or more portfolio allocations head-to-head across all key risk and return metrics. Paid tier only.
No input schema was published for this tool.
calculate_greeksCalculate 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.Calculate 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.
No input schema was published for this tool.
10 of 10 tools published a description.
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Portfolio risk analytics engine exposed as MCP tools — VaR, Monte Carlo, Markowitz optimization, options Greeks, and stress testing — for quant traders talking to AI assistants.
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The crawl stopped at the 60-package limit. The rest of the tree was never resolved.
36 more resolved packages are not drawn here (display cap: 24). Every dependency carrying an advisory is drawn regardless of the cap. Full inventory (CycloneDX SBOM)
57 declared dependencies never landed in the tree. They are missing from Forge's resolution, not from the package.
+45 more not listed. The counts by reason above cover all of them.
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