# quantoracle

63 deterministic quant computation tools for AI agents. Black-Scholes, Greeks, exotic derivatives, portfolio optimization, Monte Carlo, risk metrics (VaR, Sharpe, drawdown), technical indicators, bon…

## Quick Start

```bash
# Connect this server (installs CLI if needed)
npx -y @smithery/cli@latest mcp add QuantOracle/quantoracle

# Browse available tools
npx -y @smithery/cli@latest tool list QuantOracle/quantoracle

# Get full schema for a tool
npx -y @smithery/cli@latest tool get QuantOracle/quantoracle options.price

# Call a tool
npx -y @smithery/cli@latest tool call QuantOracle/quantoracle options.price '{}'
```

## Direct MCP Connection

Endpoint: `https://quantoracle--quantoracle.run.tools`

**Optional config:**
- `daily_limit` (query) — Free tier daily call limit per IP address. Default is 1,000 calls/day. No signup or API key required.
- `backend_url` (query) — QuantOracle REST API base URL. Override only if running a self-hosted instance.

## Tools (63)

- `options.price` — Black-Scholes pricing with 10 Greeks (delta through color).
- `options.implied-vol` — Newton-Raphson implied volatility solver. Converges in 5-8 iterations.
- `options.strategy` — Multi-leg options strategy P&L, breakevens, max profit/loss, risk/reward.
- `risk.portfolio` — 22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown, skew, kurtosis.
- `risk.kelly` — Kelly Criterion: discrete (win/loss) or continuous (returns series) mode.
- `simulate.montecarlo` — GBM Monte Carlo with contributions/withdrawals. Up to 5000 paths.
- `indicators.technical` — 13 technical indicators + composite signals.
- `risk.correlation` — N x N correlation and covariance matrices from return series.
- `risk.position-size` — Fixed fractional position sizing with risk/reward targets.
- `risk.drawdown` — Drawdown decomposition with underwater curve.
- `indicators.regime` — Trend + volatility regime + composite risk classification.
- `indicators.crossover` — Golden/death cross detection with signal history.
- `fixed-income.bond` — Bond price, Macaulay/modified duration, convexity, DV01.
- `fixed-income.amortization` — Full amortization schedule with extra payment savings analysis.
- `portfolio.optimize` — Portfolio optimization: max Sharpe, min vol, or risk parity weights.
- `derivatives.binomial-tree` — CRR binomial tree pricing for American and European options.
- `derivatives.barrier-option` — Barrier option pricing using analytical formulas.
- `derivatives.asian-option` — Asian option pricing: geometric closed-form or arithmetic approximation.
- `derivatives.lookback-option` — Lookback option pricing (floating/fixed strike).
- `derivatives.option-chain-analysis` — Option chain analytics: skew, max pain, put-call ratios.
- `derivatives.put-call-parity` — Put-call parity check and arbitrage detection.
- `derivatives.volatility-surface` — Build implied volatility surface from market data.
- `stats.linear-regression` — OLS linear regression with R-squared, t-stats, and standard errors.
- `stats.polynomial-regression` — Polynomial regression of degree n with goodness-of-fit metrics.
- `stats.cointegration` — Engle-Granger cointegration test with hedge ratio and half-life.
- `stats.hurst-exponent` — Hurst exponent via rescaled range (R/S) analysis.
- `stats.garch-forecast` — GARCH(1,1) volatility forecast using maximum likelihood estimation.
- `stats.zscore` — Rolling and static z-scores with extreme value detection.
- `stats.distribution-fit` — Fit data to common distributions and rank by goodness of fit.
- `stats.correlation-matrix` — Correlation and covariance matrices with optional eigenvalue decomposition.
- `crypto.impermanent-loss` — Impermanent loss calculator for Uniswap v2/v3 AMM positions.
- `crypto.apy-apr-convert` — Convert between APY and APR with configurable compounding frequency.
- `crypto.liquidation-price` — Liquidation price calculator for leveraged positions.
- `crypto.funding-rate` — Funding rate analysis with annualization and regime detection.
- `crypto.dex-slippage` — DEX slippage estimator for constant-product AMM (x*y=k).
- `crypto.vesting-schedule` — Token vesting schedule with cliff, linear/graded unlock, and TGE.
- `crypto.rebalance-threshold` — Portfolio rebalance analyzer: drift detection and trade computation.
- `fx.interest-rate-parity` — Interest rate parity calculator with arbitrage detection.
- `fx.purchasing-power-parity` — Purchasing power parity fair value estimation.
- `fx.forward-rate` — Bootstrap forward rates from a spot yield curve.
- `fx.carry-trade` — Currency carry trade P&L decomposition.
- `macro.inflation-adjusted` — Convert nominal returns to real returns using Fisher equation.
- `macro.taylor-rule` — Taylor Rule interest rate prescription.
- `macro.real-yield` — Real yield and breakeven inflation from nominal yields.
- `risk.var-parametric` — Parametric Value-at-Risk and Conditional VaR.
- `risk.stress-test` — Portfolio stress test across multiple scenarios.
- `options.payoff-diagram` — Multi-leg options payoff diagram data generation.
- `fi.yield-curve-interpolate` — Yield curve interpolation: linear, cubic spline, or Nelson-Siegel.
- `fi.credit-spread` — Credit spread and Z-spread from bond price vs risk-free curve.
- `indicators.bollinger-bands` — Bollinger Bands with %B, bandwidth, and squeeze detection.
- `indicators.fibonacci-retracement` — Fibonacci retracement and extension levels.
- `indicators.atr` — Average True Range with normalized ATR and volatility regime.
- `portfolio.risk-parity-weights` — Equal risk contribution portfolio weights.
- `risk.transaction-cost` — Transaction cost model: commission + spread + market impact estimation.
- `stats.probabilistic-sharpe` — Probabilistic Sharpe Ratio — is the observed Sharpe statistically significant?
- `tvm.present-value` — Present value of a future lump sum and/or annuity stream.
- `tvm.future-value` — Future value of a present lump sum and/or annuity stream.
- `tvm.irr` — Internal rate of return via Newton-Raphson. First cash flow is typically negative (investment).
- `tvm.npv` — Net present value of a cash flow series at a given discount rate.
- `stats.realized-volatility` — Realized volatility: close-to-close, Parkinson, Garman-Klass, Yang-Zhang from OHLC.
- `stats.normal-distribution` — Normal distribution: CDF, PDF, quantile, and confidence intervals.
- `stats.sharpe-ratio` — Standalone Sharpe ratio from a returns series.
- `tvm.cagr` — Compound Annual Growth Rate with optional forward projections.

```bash
# Get full input/output schema for a tool
npx -y @smithery/cli@latest tool get QuantOracle/quantoracle <tool-name>
```

## Prompts (1)

- `quantoracle_usage` — How to use QuantOracle tools effectively