# quantoracle

An MCP server exposing 73 deterministic finance calculators so an agent computes option prices and risk figures instead of guessing them.

- MCP server · `type=mcp` · Claude Code, Codex, Cursor, GitHub Copilot, Windsurf (Devin Desktop), Cline, Zed, Gemini CLI · ★ 13
- Author: QuantOracledev
- License: MIT · policy=link-only · description only; the file stays with the author
- Source: https://github.com/QuantOracledev/quantoracle/tree/HEAD/mcp-server
- Updated: 2026-10-22
- HTML: https://affpapa.org/en/nevibecode/mcp/quantoracle

## What it does

LLMs are shaky on formulas like Black-Scholes: run the same prompt twice and the numbers move. quantoracle keeps the math on a remote API and hands the agent tools that take JSON and return JSON. Repeating a call with identical inputs reproduces the result exactly.

The catalog splits into eight groups: options and derivatives, risk (Sharpe, VaR, drawdowns), portfolio work, statistics such as GARCH and cointegration, crypto and DeFi, FX, and macro. Ten composite scenarios sit on top — a backtest, a hedging suggestion, a full risk review, a rebalance plan — and each one packs between 5 and 15 calculator calls into a single reply.

The free tier opens every one of the 73 tools with a per-IP cap: a thousand requests a day, no key. Composite scenarios are paid and settle in USDC over x402 on Base or Solana. Without a configured wallet such a call returns a 402 and stops there; the package itself never spends. Node.js is required because the server starts through `npx`.

## Requirements
- Needs: Node.js (commands run via npx)

## Install

### Claude Code (native platform)

**Platform CLI**
```bash
claude mcp add quantoracle -- npx -y quantoracle-mcp
```

### Codex

**Platform CLI**
```bash
codex mcp add mcp-server -- npx -y quantoracle-mcp
```

### Cursor

**Config file**
File `.cursor/mcp.json`:
```json
{
    "mcpServers": {
        "mcp-server": {
            "command": "npx",
            "args": [
                "-y",
                "quantoracle-mcp"
            ]
        }
    }
}
```

### GitHub Copilot

**Config file**
File `.vscode/mcp.json`:
```json
{
    "servers": {
        "mcp-server": {
            "type": "stdio",
            "command": "npx",
            "args": [
                "-y",
                "quantoracle-mcp"
            ]
        }
    }
}
```

### Gemini CLI

**Platform CLI**
```bash
gemini mcp add mcp-server npx -y quantoracle-mcp
```

## When to use it
- price an option and its Greeks without relying on model arithmetic
- measure VaR and drawdown on a historical series
- derive mean-variance portfolio weights
- compute liquidation price for a DeFi position
- run a Monte Carlo of withdrawals over a long horizon

## Example prompts
- Price a 30-day NVDA call: strike $185, spot $180, implied vol 28%.
- Run a Monte Carlo on a $100K portfolio over 30 years with 4% withdrawals and tell me the success rate.
- Score this portfolio's risk and suggest a rebalance.

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