quantoracle vs QuantRisk

63 deterministic quant computation tools for AI agents. Black-Scholes, Greeks, exotic derivatives, portfolio optimization, Monte Carlo, risk metrics (VaR, Sharpe, drawdown), technical indicators, bond pricing, yield curves, crypto/DeFi (impermanent loss, liquidation, funding rates), macro/FX, and ti

MCP server for portfolio risk analytics including VaR calculations, Monte Carlo simulations, and stress testing.

APIs

MCP Servers

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TypeScript

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MIT

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