Summary
Deterministic finance math an agent can cite.
A model asked to price an option in context commits to a number it cannot check; these tools replace that with one computed the same way every time and tested against reference implementations. The free tier covers the ordinary asks, and the composites exist for the request that would otherwise be a dozen separate tool calls.
What it is
An MCP server that gives an agent 73 deterministic quant-finance tools, running the same engine as the calculators on quantoracle.dev, so identical inputs return identical numbers.
What you get
- Options and derivatives: Black-Scholes, American binomial, barrier, Asian and lookback, with Greeks, implied vol, payoff diagrams and a strategy optimizer
- Risk and portfolio: Sharpe, Sortino, Calmar, VaR, CVaR, max drawdown, Kelly, position sizing, correlation matrix and stress test
- Statistics: Hurst exponent, GARCH forecast, realized vol, cointegration, regression and distribution fits
- Fixed income, FX, crypto and time value of money: bond pricing, yield curve interpolation, carry trade, liquidation price, impermanent loss, NPV and IRR
- 10 composite workflows that chain 5-15 calculators inside one call, including a full risk audit, hedge recommendation, backtest and regime classifier
Requirements
Npx, and nothing else to start: 63 calculators are free up to 1,000 calls per IP per day with no signup and no API key. The 10 composites cost $0.04 USDC each, settled from a wallet you wire into the client.
Setup effort
One command — npx quantoracle-mcp