{"server":{"$schema":"https://static.modelcontextprotocol.io/schemas/2025-09-29/server.schema.json","_meta":{"io.mcpregistry/tags":[],"io.mcpregistry/tools":[],"io.mcpregistry/transport":"streamable-http"},"description":"Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.","name":"dev.quantrisk/mcp-server","packages":[{"environmentVariables":[{"isRequired":true,"isSecret":true,"name":"QUANTRISK_API_KEY"}],"identifier":"@quantrisk/mcp-server","registryType":"npm","transport":{"type":"stdio"},"version":"1.0.2"}],"remotes":[{"type":"streamable-http","url":"https://quantrisk-mcp.quantrisk.workers.dev/mcp"}],"repository":{"source":"github","url":"https://github.com/78degrees/mcp-server"},"title":"QuantRisk","version":"1.0.2","websiteUrl":"https://quantrisk.dev"},"_meta":{"io.mcpregistry/official":{"status":"active","origin":"official","updated_at":"2026-09-15T03:57:54Z","synced_at":"2026-09-22T03:57:44.503431Z","is_latest":true,"published_at":"2026-09-15T03:57:54Z"}}}