Calculate derivative and portfolio risk
quantoraclemcp_serversetup L2★0
smithery:QuantOracle/quantoracle ↗What it does
Calculate quant finance metrics (Black-Scholes, VaR, Kelly, liquidation, volatility) with 120 verified benchmarks
Best for
Enable agents to price derivatives and compute portfolio risk without external finance APIs.
Inputs
- · option parameters (spot, strike, rate, volatility)
- · portfolio data
- · crypto position size
Outputs
- · option price
- · Greeks (delta, gamma, theta, vega)
- · risk metrics
- · Kelly fraction
- · liquidation price
Requires
- · none (deterministic calculations)
Preconditions
- · none (no API key, no signup)
Failure modes
- · implied vol solver may not converge for extreme inputs
Trust signals
- · 15 calculators
- · 73 endpoints
- · 120 verified accuracy benchmarks
- · MIT licensed
- · open-source