QuantOracle
63 deterministic quant computation tools for AI agents. Every tool accepts JSON and returns JSON. Same inputs always produce same outputs.
Install
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"