Skill: fel123/quantoracle-mcp (version 2.1.2)

--- name: quantoracle description: 63 deterministic quantitative finance calculations via MCP. Options pricing, Greeks, implied volatility, exotic derivatives, risk metrics, portfolio optimization, Monte Carlo simulation, statistics, crypto/DeFi, macro/FX, time value of money. version: 2.1.1 metadata: openclaw: requires: bins: - node emoji: "\U0001F4CA" homepage: https://github.com/QuantOracledev/quantoracle --- # QuantOracle 63 deterministic quant computation tools for AI agents. Every tool accepts JSON and returns JSON. Same inputs always produce same outputs. ## Install ```bash npx quantoracle-mcp ``` Or connect directly via MCP: ``` https://mcp.quantoracle.dev/mcp ``` ## Tools **Options Pricing**: Black-Scholes pricing with 10 Greeks (delta, gamma, theta, vega, rho, vanna, charm, volga, speed, color), implied volatility solver, multi-leg strategy builder, payoff diagrams. **Exotic Derivatives**: Binomial tree, barrier options, lookback options, Asian options, volatility surface, option chain analysis, put-call parity. **Risk Metrics**: Portfolio risk (Sharpe, Sortino, max drawdown, VaR, CVaR), Kelly criterion, position sizing, correlation analysis, stress testing, parametric VaR, transaction cost modeling. **Portfolio Optimization**: Mean-variance (max Sharpe, min variance, target return), risk parity weights. **Monte Carlo Simulation**: Geometric Brownian Motion with configurable paths, steps, and confidence intervals. **Statistics**: Linear/polynomial regression, cointegration, Hurst exponent, GARCH forecasting, distribution fitting, correlation matrix, realized volatility, probabilistic Sharpe ratio, z-scores, normal distribution. **Technical Indicators**: RSI, MACD, Bollinger Bands, ATR, Fibonacci retracement, crossover detection, regime detection. **Crypto/DeFi**: Impermanent loss (v2/v3), liquidation price, funding rate analysis, DEX slippage, APY/APR conversion, vesting schedules, rebalance thresholds. **FX**: Interest rate parity, purchasing power parity, forward rates, carry trade analysis. **Macro**: Taylor Rule, Fisher equation, inflation-adjusted returns, real yield. **Time Value of Money**: Present value, future value, NPV, IRR, CAGR. ## Pricing 1,000 free calls per day. After that, pay-per-call via x402 (USDC on Base): - $0.002 — Simple formulas (z-score, APY convert, TVM) - $0.005 — Medium computation (Black-Scholes, Kelly, indicators) - $0.008 — Complex computation (exotic derivatives, regression, GARCH) - $0.015 — Heavy optimization (Monte Carlo, portfolio optimize, vol surface) ## Usage Ask the agent to use QuantOracle tools for any quantitative finance calculation. Examples: - "Price a call option on AAPL at strike $200, spot $195, 30 days to expiry, 25% vol" - "Calculate the optimal Kelly fraction for a strategy with 55% win rate, 1.2:1 reward-to-risk" - "Run a Monte Carlo simulation of a $100 stock with 20% vol over 1 year" - "What's the implied volatility if this option is trading at $5.50?" - "Calculate impermanent loss for an ETH/USDC v3 position between $2000-$4000"

path: dist/index.d.ts
content: #!/usr/bin/env node
export {};


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