Skill: fel123/quantoracle (version 2.1.2)

--- name: quantoracle description: 63 deterministic quantitative finance calculators + 10 composite workflows via MCP. Options pricing, Greeks, exotic derivatives, risk metrics, portfolio optimization, Monte Carlo, statistics, crypto/DeFi, FX/macro, TVM, strategy backtesting, rebalance planning, options strategy selection, hedging. 1,000 free calls/IP/day; paid composites $0.04-$0.10 USDC via x402 on Base or Solana. version: 2.4.1 metadata: openclaw: requires: bins: - node # The package itself does not require any credentials. The free tier # (1,000 calls/IP/day) covers all 73 calculator endpoints with no signup # or API key. The 10 composite endpoints are paid-only via x402; the # package returns a 402 error when a composite is called without an # x402-capable wallet, so no surprise charges or implicit signin. credentials: none # Optional: if the host environment provides an x402-capable wallet # (e.g. AgentKit's CDP wallet), paid endpoints will settle automatically. # Without this capability, paid endpoints return 402 cleanly. capabilities: - x402_wallet # optional, only needed for paid composites payments: protocol: x402 networks: - eip155:8453 # Base mainnet - solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp # Solana mainnet free_tier: limit_per_ip_per_day: 1000 endpoints: calculator-tier (63 endpoints, $0.002-$0.015 each if paid) paid_tier: endpoints: composite-only (10 endpoints, $0.04-$0.10 each) currency: USDC spending_model: per-call (no subscription, no auto-renewal) default_behavior: returns 402 if no wallet wired; never spends without explicit wallet capability emoji: "\U0001F4CA" homepage: https://github.com/QuantOracledev/quantoracle --- # QuantOracle 63 deterministic quant calculators + 10 composite workflows for AI agents. Every tool accepts JSON and returns JSON. Same inputs always produce same outputs. Paid via x402 micropayments in USDC on Base or Solana. > **Browser-friendly calculators:** the same math engine is exposed at **[quantoracle.dev](https://quantoracle.dev)** as 12 free interactive calculators (Black-Scholes, Monte Carlo, Kelly, VaR, crypto liquidation, impermanent loss, CAGR, etc.). Useful for spot-checking the API's outputs without writing code. ## 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. **Composite Workflows (paid-only, bundles multiple calculators)**: - `backtest/strategy` ($0.10) — SMA crossover, RSI mean reversion, momentum, Bollinger breakout backtests - `options/spread-scan` ($0.05) — Rank vertical spreads by risk/reward - `portfolio/rebalance-plan` ($0.05) — Trade list + cost estimate to hit target weights - `options/strategy-optimizer` ($0.08) — Best options strategies given outlook + vol view - `hedging/recommend` ($0.04) — Cheapest effective hedge for a position - `risk/full-analysis` ($0.04) — Complete risk tearsheet (Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR) - `portfolio/health` ($0.04) — Risk + correlation + rebalance + stress test - `trade/evaluate` ($0.025) — Sizing + R/R + Kelly + costs + regime + signals - `pairs/signal` ($0.025) — Cointegration + Hurst + z-score + hedge ratio signal - `indicators/regime-classify` ($0.015) — Trend + vol regime + direction + strategy suggestion ## Pricing 1,000 free calls per day per IP. After that, pay-per-call via x402. Payments accepted in **USDC on Base** (`eip155:8453`) or **USDC on Solana** (`solana:5eykt4...`) — every 402 advertises both. - $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) - $0.015–$0.10 — Composite workflows (paid-only, no free tier) ## 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"


Security scan verdicts — ClawScan: clean | static analysis: clean | VirusTotal: clean | SkillSpector: clean (LOW)