74 tools from the Quantoracle MCP Server, categorised by risk level.
View the Quantoracle policy →backtest_strategy Deterministic backtest of SMA crossover, RSI mean reversion, momentum, or Bollinger breakout. Replaces 10+ individual calls.
Use when backtesting ... crypto_dex-slippage DEX slippage estimator for constant-product AMM (x*y=k).
Use when estimating slippage on a DEX trade using constant-product AMM math. Provide trad... crypto_funding-rate Funding rate analysis with annualization and regime detection.
Use when analyzing perpetual futures funding rates. Provide funding rate, position ... crypto_impermanent-loss Impermanent loss calculator for Uniswap v2/v3 AMM positions.
Use when calculating impermanent loss for a liquidity provider position. Provide init... crypto_liquidation-price Liquidation price calculator for leveraged positions.
Use when computing the liquidation price for a leveraged position. Provide entry price, leve... crypto_rebalance-threshold Portfolio rebalance analyzer: drift detection and trade computation.
Use when checking if a crypto portfolio needs rebalancing. Provide target wei... derivatives_asian-option Asian option pricing: geometric closed-form or arithmetic approximation.
Use when pricing Asian (average-price) options. Provide spot, strike, tim... derivatives_barrier-option Barrier option pricing using analytical formulas.
Use when pricing knock-in or knock-out barrier options. Provide spot, strike, barrier level, bar... derivatives_binomial-tree CRR binomial tree pricing for American and European options.
Use when pricing American or European options via the CRR binomial lattice. Provide s... derivatives_lookback-option Lookback option pricing (floating/fixed strike).
Use when pricing lookback options (floating or fixed strike). Provide spot, strike, min/max price... derivatives_option-chain-analysis Option chain analytics: skew, max pain, put-call ratios.
Use when analyzing an options chain for skew, max pain, and put-call ratios. Provide arra... fi_credit-spread Credit spread and Z-spread from bond price vs risk-free curve.
Use when computing Z-spread and implied default probability from a corporate bond p... fi_yield-curve-interpolate Yield curve interpolation: linear, cubic spline, or Nelson-Siegel.
Use when interpolating a yield curve at arbitrary maturities. Provide observed ... fixed-income_amortization Full amortization schedule with extra payment savings analysis.
Use when generating a loan amortization schedule. Provide principal, annual rate, ... fixed-income_bond Bond price, Macaulay/modified duration, convexity, DV01.
Use when pricing a bond or computing yield, duration, and convexity. Provide face value, ... fx_carry-trade Currency carry trade P&L decomposition.
Use when analyzing carry trade P&L decomposition. Provide high-yield and low-yield rates, entry spot rate,... fx_forward-rate Bootstrap forward rates from a spot yield curve.
Use when bootstrapping forward rates from a yield curve. Provide spot rates at various tenors. Re... fx_interest-rate-parity Interest rate parity calculator with arbitrage detection.
Use when computing covered/uncovered interest rate parity for FX pairs. Provide domestic... fx_purchasing-power-parity Purchasing power parity fair value estimation.
Use when estimating fair value of an FX rate using PPP. Provide domestic and foreign price indices ... hedging_recommend Rank cheapest effective hedges for a given position. Compares protective puts, collars, inverse hedges.
Use when agents need to hedge an existing ... indicators_atr Average True Range with normalized ATR and volatility regime.
Use when measuring volatility via Average True Range. Provide an array of prices. Re... indicators_bollinger-bands Bollinger Bands with %B, bandwidth, and squeeze detection.
Use when computing Bollinger Bands with squeeze detection. Provide prices and optional ... indicators_crossover Golden/death cross detection with signal history.
Use when detecting moving average crossovers (golden cross, death cross). Provide prices and two... indicators_fibonacci-retracement Fibonacci retracement and extension levels.
Use when computing Fibonacci retracement and extension levels. Provide a high price and low price. Ret... indicators_regime Trend + volatility regime + composite risk classification.
Use when classifying market regime (trending vs ranging, high vs low volatility). Provi... indicators_regime-classify Combined regime classification: trend, vol, RSI, direction, strategy suggestion. Replaces technical + regime + realized-vol.
Use when you need a c... 2/5 indicators_technical 13 technical indicators + composite signals.
Use when you need multiple technical indicators computed from a price series. Provide an array of pri... macro_inflation-adjusted Convert nominal returns to real returns using Fisher equation.
Use when converting nominal returns to real returns using the Fisher equation. Prov... macro_real-yield Real yield and breakeven inflation from nominal yields.
Use when computing real yield and breakeven inflation. Provide nominal yield and inflation... macro_taylor-rule Taylor Rule interest rate prescription.
Use when estimating the appropriate policy interest rate via the Taylor Rule. Provide inflation, target in... options_implied-vol Newton-Raphson implied volatility solver. Converges in 5-8 iterations.
Use when you know the market price of an option and need to back out the im... options_payoff-diagram Multi-leg options payoff diagram data generation.
Use when you need payoff/P&L data points for plotting an options strategy. Provide legs with str... options_price Black-Scholes pricing with 10 Greeks (delta through color).
Use when you need to price a European option or compute Greeks (delta, gamma, theta, v... options_spread-scan Scan and rank vertical spreads by risk/reward. Replaces 8-16 individual options/price calls.
Use when you need to evaluate and rank multiple verti... options_strategy Multi-leg options strategy P&L, breakevens, max profit/loss, risk/reward.
Use when analyzing a multi-leg options strategy (spreads, straddles, iro... options_strategy-optimizer Rank top options strategies given market outlook + volatility view. Returns P&L, breakevens, max profit/loss for each.
Use when agents need to pic... pairs_signal Complete pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio. Replaces 4 individual calls.
Use when analyzing a pairs trad... portfolio_health Full portfolio health check: risk metrics, correlation, drawdown, rebalance, stress test. Replaces 6 individual calls.
Use when you need a complet... portfolio_optimize Portfolio optimization: max Sharpe, min vol, or risk parity weights.
Use when optimizing portfolio weights for max Sharpe, min volatility, or risk... portfolio_risk-parity-weights Equal risk contribution portfolio weights.
Use when computing equal risk contribution (risk parity) portfolio weights. Provide a covariance matrix... risk_correlation N x N correlation and covariance matrices from return series.
Use when computing an N×N correlation matrix for multiple assets. Provide a 2D array... risk_full-analysis Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR. Replaces 7 individual calls.
Use when you need a complete risk tearsh... risk_kelly Kelly Criterion: discrete (win/loss) or continuous (returns series) mode.
Use when determining optimal bet/position sizing using the Kelly Criteri... risk_portfolio 22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown, skew, kurtosis.
Use when you have a series of portfolio returns and need com... risk_position-size Fixed fractional position sizing with risk/reward targets.
Use when calculating how many shares/contracts to buy given account size and risk toler... risk_stress-test Portfolio stress test across multiple scenarios.
Use when stress-testing a portfolio against multiple scenarios. Provide portfolio weights, asset ... risk_transaction-cost Transaction cost model: commission + spread + market impact estimation.
Use when estimating total transaction costs including commissions, spread,... risk_var-parametric Parametric Value-at-Risk and Conditional VaR.
Use when computing Value-at-Risk and Conditional VaR using parametric methods. Provide returns and c... simulate_montecarlo GBM Monte Carlo with contributions/withdrawals. Up to 5000 paths.
Use when running a Monte Carlo simulation for asset price paths. Provide startin... stats_cointegration Engle-Granger cointegration test with hedge ratio and half-life.
Use when testing if two time series are cointegrated (mean-reverting pair). Provi... stats_correlation-matrix Correlation and covariance matrices with optional eigenvalue decomposition.
Use when computing a correlation matrix with eigenvalue decomposition ... stats_distribution-fit Fit data to common distributions and rank by goodness of fit.
Use when fitting data to standard distributions (normal, lognormal, uniform). Provid... stats_garch-forecast GARCH(1,1) volatility forecast using maximum likelihood estimation.
Use when forecasting future volatility using a GARCH(1,1) model. Provide a ret... stats_hurst-exponent Hurst exponent via rescaled range (R/S) analysis.
Use when determining if a time series is mean-reverting (H<0.5), random walk (H=0.5), or trendin... stats_linear-regression OLS linear regression with R-squared, t-stats, and standard errors.
Use when fitting a linear regression (OLS). Provide x and y arrays. Returns: s... stats_normal-distribution Normal distribution: CDF, PDF, quantile, and confidence intervals.
Use when computing normal distribution CDF, PDF, quantiles, or confidence inter... stats_polynomial-regression Polynomial regression of degree n with goodness-of-fit metrics.
Use when fitting a polynomial of degree n to data. Provide x, y arrays, and degree... stats_probabilistic-sharpe Probabilistic Sharpe Ratio — is the observed Sharpe statistically significant?
Based on Bailey & Lopez de Prado (2012).
Use when testing whether a... stats_realized-volatility Realized volatility: close-to-close, Parkinson, Garman-Klass, Yang-Zhang from OHLC.
Use when computing historical/realized volatility from a retur... stats_sharpe-ratio Standalone Sharpe ratio from a returns series.
Use when computing the Sharpe ratio from a return series. Provide returns and risk-free rate. Retur... stats_zscore Rolling and static z-scores with extreme value detection.
Use when computing z-scores for statistical analysis or detecting extremes. Provide a va... trade_evaluate Complete trade evaluation: sizing, risk/reward, Kelly, costs, regime, signals. Replaces 5 individual calls.
Use when evaluating whether to take a ... tvm_cagr Compound Annual Growth Rate with optional forward projections.
Use when computing compound annual growth rate. Provide beginning value, ending val... tvm_future-value Future value of a present lump sum and/or annuity stream.
Use when computing the future value of a present sum. Provide present value, interest ra... tvm_irr Internal rate of return via Newton-Raphson. First cash flow is typically negative (investment).
Use when computing the internal rate of return for... tvm_npv Net present value of a cash flow series at a given discount rate.
Use when computing net present value of a series of cash flows. Provide discount... tvm_present-value Present value of a future lump sum and/or annuity stream.
Use when computing the present value of a future cash flow. Provide future value, discou... crypto_apy-apr-convert Convert between APY and APR with configurable compounding frequency.
Use when converting between APY and APR with different compounding frequencie... 2/5 crypto_vesting-schedule Token vesting schedule with cliff, linear/graded unlock, and TGE.
Use when computing a token vesting schedule with cliff and linear vesting. Provi... 2/5 derivatives_put-call-parity Put-call parity check and arbitrage detection.
Use when checking put-call parity or detecting arbitrage opportunities. Provide call price, put pri... 2/5 portfolio_rebalance-plan Generate trade list to rebalance from current holdings to target weights with transaction cost estimate.
Use when generating the exact trades need... 2/5 batch Execute multiple computations in a single request. Max 100 per batch.
Use when you need to execute multiple computations efficiently. Bundle up to... 3/5 derivatives_volatility-surface Build implied volatility surface from market data.
Use when constructing an implied volatility surface from market data. Provide arrays of strikes... 3/5 risk_drawdown Drawdown decomposition with underwater curve.
Use when analyzing drawdown characteristics of a return series. Provide an array of returns. Returns... 3/5 The Quantoracle MCP server exposes 74 tools across 3 categories: Read, Write, Execute.
Use Intercept, the open-source MCP proxy. Write YAML rules for each tool — rate limits, argument validation, or deny rules — then run Intercept in front of the Quantoracle server.
Quantoracle tools are categorised as Read (67), Write (4), Execute (3). Each category has a recommended default policy.
Open source. One binary. Zero dependencies.
npx -y @policylayer/intercept