QUANTORACLE TOOLS

74 tools from the Quantoracle MCP Server, categorised by risk level.

READ 67 tools
Read backtest_strategy Deterministic backtest of SMA crossover, RSI mean reversion, momentum, or Bollinger breakout. Replaces 10+ ... Read crypto_dex-slippage DEX slippage estimator for constant-product AMM (x*y=k). Use when estimating slippage on a DEX trade using... Read crypto_funding-rate Funding rate analysis with annualization and regime detection. Use when analyzing perpetual futures fundin... Read crypto_impermanent-loss Impermanent loss calculator for Uniswap v2/v3 AMM positions. Use when calculating impermanent loss for a l... Read crypto_liquidation-price Liquidation price calculator for leveraged positions. Use when computing the liquidation price for a lever... Read crypto_rebalance-threshold Portfolio rebalance analyzer: drift detection and trade computation. Use when checking if a crypto portfol... Read derivatives_asian-option Asian option pricing: geometric closed-form or arithmetic approximation. Use when pricing Asian (average-p... Read derivatives_barrier-option Barrier option pricing using analytical formulas. Use when pricing knock-in or knock-out barrier options. ... Read derivatives_binomial-tree CRR binomial tree pricing for American and European options. Use when pricing American or European options... Read derivatives_lookback-option Lookback option pricing (floating/fixed strike). Use when pricing lookback options (floating or fixed stri... Read derivatives_option-chain-analysis Option chain analytics: skew, max pain, put-call ratios. Use when analyzing an options chain for skew, max... Read fi_credit-spread Credit spread and Z-spread from bond price vs risk-free curve. Use when computing Z-spread and implied def... Read fi_yield-curve-interpolate Yield curve interpolation: linear, cubic spline, or Nelson-Siegel. Use when interpolating a yield curve at... Read fixed-income_amortization Full amortization schedule with extra payment savings analysis. Use when generating a loan amortization sc... Read fixed-income_bond Bond price, Macaulay/modified duration, convexity, DV01. Use when pricing a bond or computing yield, durat... Read fx_carry-trade Currency carry trade P&L decomposition. Use when analyzing carry trade P&L decomposition. Provide high-yie... Read fx_forward-rate Bootstrap forward rates from a spot yield curve. Use when bootstrapping forward rates from a yield curve. ... Read fx_interest-rate-parity Interest rate parity calculator with arbitrage detection. Use when computing covered/uncovered interest ra... Read fx_purchasing-power-parity Purchasing power parity fair value estimation. Use when estimating fair value of an FX rate using PPP. Pro... Read hedging_recommend Rank cheapest effective hedges for a given position. Compares protective puts, collars, inverse hedges. Us... Read indicators_atr Average True Range with normalized ATR and volatility regime. Use when measuring volatility via Average Tr... Read indicators_bollinger-bands Bollinger Bands with %B, bandwidth, and squeeze detection. Use when computing Bollinger Bands with squeeze... Read indicators_crossover Golden/death cross detection with signal history. Use when detecting moving average crossovers (golden cro... Read indicators_fibonacci-retracement Fibonacci retracement and extension levels. Use when computing Fibonacci retracement and extension levels.... Read indicators_regime Trend + volatility regime + composite risk classification. Use when classifying market regime (trending vs... Read indicators_regime-classify Combined regime classification: trend, vol, RSI, direction, strategy suggestion. Replaces technical + regim... Read indicators_technical 13 technical indicators + composite signals. Use when you need multiple technical indicators computed from... Read macro_inflation-adjusted Convert nominal returns to real returns using Fisher equation. Use when converting nominal returns to real... Read macro_real-yield Real yield and breakeven inflation from nominal yields. Use when computing real yield and breakeven inflat... Read macro_taylor-rule Taylor Rule interest rate prescription. Use when estimating the appropriate policy interest rate via the T... Read options_implied-vol Newton-Raphson implied volatility solver. Converges in 5-8 iterations. Use when you know the market price ... Read options_payoff-diagram Multi-leg options payoff diagram data generation. Use when you need payoff/P&L data points for plotting an... Read options_price Black-Scholes pricing with 10 Greeks (delta through color). Use when you need to price a European option o... Read options_spread-scan Scan and rank vertical spreads by risk/reward. Replaces 8-16 individual options/price calls. Use when you ... Read options_strategy Multi-leg options strategy P&L, breakevens, max profit/loss, risk/reward. Use when analyzing a multi-leg o... Read options_strategy-optimizer Rank top options strategies given market outlook + volatility view. Returns P&L, breakevens, max profit/los... Read pairs_signal Complete pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio. Replaces 4 individual... Read portfolio_health Full portfolio health check: risk metrics, correlation, drawdown, rebalance, stress test. Replaces 6 indivi... Read portfolio_optimize Portfolio optimization: max Sharpe, min vol, or risk parity weights. Use when optimizing portfolio weights... Read portfolio_risk-parity-weights Equal risk contribution portfolio weights. Use when computing equal risk contribution (risk parity) portfo... Read risk_correlation N x N correlation and covariance matrices from return series. Use when computing an N×N correlation matrix... Read risk_full-analysis Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR. Replaces 7 individual calls. ... Read risk_kelly Kelly Criterion: discrete (win/loss) or continuous (returns series) mode. Use when determining optimal bet... Read risk_portfolio 22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown, skew, kurtosis. Use when you have a ... Read risk_position-size Fixed fractional position sizing with risk/reward targets. Use when calculating how many shares/contracts ... Read risk_stress-test Portfolio stress test across multiple scenarios. Use when stress-testing a portfolio against multiple scen... Read risk_transaction-cost Transaction cost model: commission + spread + market impact estimation. Use when estimating total transact... Read risk_var-parametric Parametric Value-at-Risk and Conditional VaR. Use when computing Value-at-Risk and Conditional VaR using p... Read simulate_montecarlo GBM Monte Carlo with contributions/withdrawals. Up to 5000 paths. Use when running a Monte Carlo simulatio... Read stats_cointegration Engle-Granger cointegration test with hedge ratio and half-life. Use when testing if two time series are c... Read stats_correlation-matrix Correlation and covariance matrices with optional eigenvalue decomposition. Use when computing a correlati... Read stats_distribution-fit Fit data to common distributions and rank by goodness of fit. Use when fitting data to standard distributi... Read stats_garch-forecast GARCH(1,1) volatility forecast using maximum likelihood estimation. Use when forecasting future volatility... Read stats_hurst-exponent Hurst exponent via rescaled range (R/S) analysis. Use when determining if a time series is mean-reverting ... Read stats_linear-regression OLS linear regression with R-squared, t-stats, and standard errors. Use when fitting a linear regression (... Read stats_normal-distribution Normal distribution: CDF, PDF, quantile, and confidence intervals. Use when computing normal distribution ... Read stats_polynomial-regression Polynomial regression of degree n with goodness-of-fit metrics. Use when fitting a polynomial of degree n ... Read stats_probabilistic-sharpe Probabilistic Sharpe Ratio — is the observed Sharpe statistically significant? Based on Bailey & Lopez de P... Read stats_realized-volatility Realized volatility: close-to-close, Parkinson, Garman-Klass, Yang-Zhang from OHLC. Use when computing his... Read stats_sharpe-ratio Standalone Sharpe ratio from a returns series. Use when computing the Sharpe ratio from a return series. P... Read stats_zscore Rolling and static z-scores with extreme value detection. Use when computing z-scores for statistical anal... Read trade_evaluate Complete trade evaluation: sizing, risk/reward, Kelly, costs, regime, signals. Replaces 5 individual calls.... Read tvm_cagr Compound Annual Growth Rate with optional forward projections. Use when computing compound annual growth r... Read tvm_future-value Future value of a present lump sum and/or annuity stream. Use when computing the future value of a present... Read tvm_irr Internal rate of return via Newton-Raphson. First cash flow is typically negative (investment). Use when c... Read tvm_npv Net present value of a cash flow series at a given discount rate. Use when computing net present value of ... Read tvm_present-value Present value of a future lump sum and/or annuity stream. Use when computing the present value of a future...
How many tools does the Quantoracle MCP server have? +

The Quantoracle MCP server exposes 74 tools across 3 categories: Read, Write, Execute.

How do I enforce policies on Quantoracle tools? +

Route the Quantoracle server through the PolicyLayer gateway. Define allow, deny, or approval rules per tool in the dashboard — they are enforced on every call before it reaches the server.

What risk categories do Quantoracle tools fall into? +

Quantoracle tools are categorised as Read (67), Write (4), Execute (3). Each category has a recommended default policy.

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