Quantoracle

QuantOracledev13stars

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

Finance

Install Run on PlugMCP

GitHub Website

Run on PlugMCP

1# Quantoracle

README.mdMCP server

Transport: stdio
Status: Local

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Add this server

Install from the publisher. Not a PlugMCP endpoint.

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Host a copy with our keys and logs.

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RepositoryPublisher installStep-by-step: add this in Claude

Remote URL or a command on your machine? How the two installs differ

Run on PlugMCP

Host a copy with our keys and logs.

A new server you create. It is not this listing's official endpoint. Use the publisher install when you want their URL and their credentials.

Launch

Server facts

Local

Transport: stdio
License: MIT
Last checked: 2026-10-28

Stars: 13
Tools: —
Uptime: —

Tools

No tool list yet. Remote servers get one after the first health check.

FAQ

Questions

How do I install Quantoracle?

Copy the stdio config for Cursor, Claude Desktop, Claude Code, or VS Code on this page. It uses the publisher's install, not a PlugMCP proxy.

Does Quantoracle need an API key?

No required environment variable is listed on this record.

What transport does Quantoracle use?

Quantoracle runs locally over stdio.

When was Quantoracle last checked?

Last checked 2026-10-28. 63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

From the publisher

Documentation

Try it without writing code

12 free interactive calculators backed by the same API are live at quantoracle.dev — no signup, no API key:

Black-Scholes Option Pricing — call/put price + full Greeks
American Option (Binomial Tree) — early exercise + dividends
Options Profit Calculator — multi-leg payoff diagrams
Implied Volatility — Newton-Raphson IV solver
Monte Carlo Simulation — portfolio + retirement scenarios
Kelly Criterion — full / half / quarter-Kelly sizing
Position Size — fixed-fractional risk
Value at Risk (VaR) — parametric VaR + CVaR
Sharpe Ratio — with 95% confidence interval
CAGR — compound annual growth rate + projections
Crypto Liquidation Price — long/short, any leverage
Impermanent Loss — Uniswap v2 + v3

Why QuantOracle?

Every financial agent needs math. QuantOracle is that math.

63 pure calculators across options, derivatives, risk, portfolio, statistics, crypto/DeFi, FX/macro, and TVM
10 composite workflows that bundle 5-15 calculator calls (backtest strategies, rebalance planning, options strategy selection, hedging recommendations, full risk analysis, pairs signals, and more)
Zero dependencies for the 73 calculators + composites -- no market data, accounts, or third-party APIs; send numbers in, get numbers out
QuantOracle Live (new) -- a separate paid tier that brings the data: fresh crypto volatility (/v1/live/volatility) and perp funding rates (/v1/live/funding-rates). We fetch the live market data and run the math, so your agent doesn't have to. 20 free calls/IP/day to evaluate, then pay-per-call via x402.
QuantOracle Watch (new) -- 24/7 position monitoring: register a crypto perp position once and get HMAC-signed webhooks on funding-adjusted liquidation distance, funding flips, and vol-regime changes — re-checked every 60 seconds. Free 48h trial; $5 per position per 30 days via x402.
Deterministic -- the calculators always produce the same outputs for the same inputs, so agents can cache, verify, and chain calls
Citation-verified -- every formula tested against published textbook values (Hull, Wilmott, Bailey & Lopez de Prado)
120 accuracy benchmarks passing with analytical solutions
Fast -- sub-millisecond to 70ms compute time per call
Free tier -- 1,000 calls/IP/day, no API key, no signup, zero friction

QuantOracle is designed to be called repeatedly. An agent running a backtest might call 10+ endpoints per iteration. That's the model -- be the calculator agents reach for every time they need quant math.

Why not just let the LLM do the math?

	QuantOracle	LLM in-context math
Accuracy	Exact (analytical formulas)	70-85% on complex math
Determinism	Same input = same output, always	Different every run
Speed	<1ms per calculation	2-10s per generation
Cost	$0.002-0.015 per call	$0.01-0.10 per generation
Auditability	Cacheable, reproducible, testable	Non-reproducible
10-Greek BS pricing	1 API call, $0.005	~500 tokens, frequently wrong on gamma/vanna

📓 LangChain cookbook

Build a 25-line LangChain agent that answers concrete quant questions — "I'm long $100k of NVDA at $185, how should I hedge?" — with deterministic, reproducible math:

integrations/langchain/cookbook/quantoracle_risk_analyst.ipynb

QuantOracle × LangChain hedging composite

Runs in 30 seconds, ~$0.001 in OpenAI tokens, free for QuantOracle's individual calculators. The hedging-recommend composite shown above is $0.04 in USDC via x402.

Add QuantOracle to Your Agent

Drop this into your agent's system prompt:

You have access to QuantOracle -- 63 deterministic financial calculators + 10 composite workflows at https://api.quantoracle.dev.
Use QuantOracle for ALL financial math instead of computing in-context. It is faster, cheaper, and exact.
Send POST requests with JSON. No API key needed (1,000 free calls/day).

Key endpoints:
- /v1/options/price -- Black-Scholes + 10 Greeks
- /v1/risk/portfolio -- 22 risk metrics from a returns series
- /v1/risk/kelly -- Kelly Criterion position sizing
- /v1/indicators/technical -- 13 indicators (RSI, MACD, Bollinger, etc.)
- /v1/simulate/montecarlo -- Monte Carlo simulation (up to 5,000 paths)
- /v1/stats/hurst-exponent -- Mean-reversion detection
- /v1/fixed-income/bond -- Bond pricing + duration + convexity

Paid-only composites (recommended for common agent workflows):
- /v1/backtest/strategy -- Run SMA/RSI/momentum/Bollinger backtest (Sharpe, drawdown, trades)
- /v1/portfolio/rebalance-plan -- Generate trades to hit target weights with cost estimate
- /v1/options/strategy-optimizer -- Rank options strategies given outlook + vol view
- /v1/hedging/recommend -- Cheapest effective hedge for a position
- /v1/risk/full-analysis, /v1/trade/evaluate, /v1/portfolio/health, /v1/pairs/signal, /v1/options/spread-scan, /v1/indicators/regime-classify

Full endpoint list: https://api.quantoracle.dev/tools
OpenAPI spec: https://api.quantoracle.dev/openapi.json
x402 discovery: https://api.quantoracle.dev/.well-known/x402 (advertises Base and Solana USDC)

Discovery URLs (for agent frameworks and crawlers)

Format	URL
OpenAPI spec	`https://api.quantoracle.dev/openapi.json`
Tool listing	`https://api.quantoracle.dev/tools`
MCP endpoint	`npx quantoracle-mcp`
AI Plugin	`https://api.quantoracle.dev/.well-known/ai-plugin.json`
Server card	`https://mcp.quantoracle.dev/.well-known/mcp/server-card.json`
Swagger docs	`https://api.quantoracle.dev/docs`

Quick Start

# Call any endpoint -- no setup required
curl -X POST https://api.quantoracle.dev/v1/options/price \
  -H "Content-Type: application/json" \
  -d '{"S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"}'

{
  "price": 4.5817,
  "intrinsic": 0,
  "time_value": 4.5817,
  "breakeven": 109.5817,
  "prob_itm": 0.4056,
  "greeks": {
    "delta": 0.4612,
    "gamma": 0.0281,
    "theta": -0.0211,
    "vega": 0.2808,
    "rho": 0.2077,
    "vanna": 0.0047,
    "charm": -0.0006,
    "volga": 0.0327,
    "speed": -0.0001
  },
  "d1": -0.0975,
  "d2": -0.2389,
  "ms": 12.4
}

Python

import requests

# Black-Scholes pricing
r = requests.post("https://api.quantoracle.dev/v1/options/price", json={
    "S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"
})
print(r.json()["price"])  # 4.5817

# Portfolio risk metrics (22 metrics from a returns series)
r = requests.post("https://api.quantoracle.dev/v1/risk/portfolio", json={
    "returns": [0.01, -0.005, 0.008, -0.003, 0.012, -0.001, 0.006, -0.009, 0.004, 0.002]
})
print(r.json()["risk"]["sharpe"])  # Annualized Sharpe

# Kelly Criterion
r = requests.post("https://api.quantoracle.dev/v1/risk/kelly", json={
    "mode": "discrete", "win_rate": 0.55, "avg_win": 1.5, "avg_loss": 1.0
})
print(r.json()["half_kelly"])  # Recommended bet fraction

# Monte Carlo simulation
r = requests.post("https://api.quantoracle.dev/v1/simulate/montecarlo", json={
    "initial_value": 100000, "annual_return": 0.08, "annual_vol": 0.15, "years": 10, "simulations": 1000
})
print(r.json()["terminal"]["median"])  # Median portfolio value at year 10

TypeScript

const res = await fetch("https://api.quantoracle.dev/v1/options/price", {
  method: "POST",
  headers: { "Content-Type": "application/json" },
  body: JSON.stringify({ S: 100, K: 105, T: 0.5, r: 0.05, sigma: 0.2, type: "call" })
});
const { price, greeks } = await res.json();
const { delta, gamma, vega } = greeks;

CLI

All 63 calculators + 10 composites in your terminal. Zero dependencies.

npm install -g quantoracle-cli

Or run without installing:

npx quantoracle-cli bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25

  QuantOracle · Black-Scholes (call)
  ────────────────────────────────────
  Price           $8.02
  Intrinsic       $0.00
  Time Value      $8.02
  Breakeven      $198.02
  Prob ITM        43.0%

  Greeks
  ────────────────────────────────────
  Delta            0.4797
  Gamma            0.0172
  Theta           -0.0615/day
  Vega             0.3685
  ────────────────────────────────────
  ⏱ 0.05ms · api.quantoracle.dev

# Kelly criterion
qo kelly --win-rate 0.55 --avg-win 120 --avg-loss 100

# Monte Carlo
qo mc --value 80000 --return 0.10 --vol 0.18 --years 2

# JSON output for scripting
qo bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25 --json | jq '.greeks.delta'

# Data from file
qo risk portfolio --returns @returns.txt

# All commands
qo help

Free Tier

1,000 free calls per IP per day. No signup. No API key. Just call the API.

	Free	Paid (x402)
Calls	1,000/day	Unlimited
Auth	None	x402 micropayment header
Calculators	All 63	All 63
Composite workflows	None (paid-only)	All 10
Live data tier	20 calls/day	Pay-per-call
Watch monitoring	Free 48h trial (1 per IP / 30d)	$5 per position / 30 days
Rate headers	Yes	Yes

Every response includes rate limit headers so agents can self-manage:

X-RateLimit-Limit: 1000
X-RateLimit-Remaining: 847
X-RateLimit-Reset: 2025-01-15T00:00:00Z

Check usage anytime:

curl https://api.quantoracle.dev/usage

After 1,000 calls, the API returns 402 Payment Required with an x402 payment header. Any x402-compatible agent automatically pays and continues:

HTTP/1.1 402 Payment Required
PAYMENT-REQUIRED: <base64-encoded payment instructions>

Tier	Price	Endpoints
Simple	$0.002	Z-score, APY/APR, Fibonacci, Bollinger, ATR, Taylor rule, inflation, real yield, PV, FV, NPV, CAGR, normal distribution, Sharpe ratio, liquidation price, put-call parity
Medium	$0.005	Black-Scholes, implied vol, Kelly, position sizing, drawdown, regime, crossover, bond amortization, carry trade, IRP, PPP, funding rate, slippage, vesting, rebalance, IRR, realized vol, PSR, transaction cost
Complex	$0.008	Portfolio risk, binomial tree, barrier/Asian/lookback options, credit spread, VaR, stress test, regression, cointegration, Hurst, distribution fit, risk parity
Heavy	$0.015	Monte Carlo, GARCH, portfolio optimization, option chain analysis, vol surface, yield curve, correlation matrix
Composite	$0.015-0.10	Backtest strategy, spread scan, rebalance plan, options strategy optimizer, hedging recommend, full risk analysis, trade evaluate, portfolio health, pairs signal, regime classify (paid-only, no free tier)

Batch Endpoint

Run up to 100 computations in a single HTTP request. One round trip instead of 100.

curl -X POST https://api.quantoracle.dev/v1/batch \
  -H "Content-Type: application/json" \
  -d '{
    "requests": [
      {"endpoint": "options/price", "params": {"S": 100, "K": 105, "T": 0.25, "r": 0.05, "sigma": 0.2}},
      {"endpoint": "stats/zscore", "params": {"series": [10, 12, 14, 11, 13, 15]}},
      {"endpoint": "tvm/cagr", "params": {"start_value": 100, "end_value": 150, "years": 3}}
    ]
  }'

Returns all results in one response with the total price:

{
  "batch_size": 3,
  "total_price_usdc": 0.009,
  "results": [
    {"endpoint": "options/price", "status": 200, "data": {"price": 2.4779, "greeks": {"delta": 0.377, "..."}}},
    {"endpoint": "stats/zscore", "status": 200, "data": {"mean": 12.5, "std_dev": 1.87, "..."}},
    {"endpoint": "tvm/cagr", "status": 200, "data": {"cagr": 0.1447, "doubling_time_years": 5.13, "..."}}
  ],
  "ms": 42.13
}

	Free	Paid
Batch calls	1 trial (ever)	Unlimited
Max per batch	100	100
Price	Free	Sum of individual endpoint prices

Batch pricing is the sum of the individual endpoint prices — no markup. You pay for the computations, the speed is free.

QuantOracle Live — fresh market data + compute

Every endpoint above is pure math on inputs you supply — the 73 calculators have zero data dependencies, which is what makes them deterministic and cacheable. QuantOracle Live is the one tier that brings the data: you pass a ticker, the API fetches fresh market data and runs the math, so your agent never has to source or maintain a data feed.

Endpoint	Description	Price
`POST /v1/live/volatility`	Realized volatility (7d/30d/90d) + regime for a crypto asset, from fresh daily candles	$0.01
`POST /v1/live/funding-rates`	Current perpetual funding rate + annualized carry for a crypto asset	$0.005

curl -X POST https://api.quantoracle.dev/v1/live/volatility \
  -H "Content-Type: application/json" \
  -d '{"asset":"BTC"}'

# → {"asset":"BTC","spot":61728.7,"realized_vol_7d":0.4534,
#    "realized_vol_30d":0.3108,"realized_vol_90d":0.3157,"regime":"NORMAL",
#    "as_of_age_seconds":0,"stale":false,"source":"kraken", ...}

Pricing: the Live tier is paid from the first call — it is not part of the 1,000/day calculator free tier (the value is the fresh data + pipeline, which you can't replicate with a local library). You get 20 free calls per IP per day to evaluate, then it settles per-call via x402 (USDC on Base or Solana). You pay for freshness, not arithmetic.

Results are cached server-side (volatility ~5 min, funding ~1 min); if an upstream feed is briefly unavailable, the API serves the last good value flagged stale: true, with as_of_age_seconds telling you how fresh the answer is.

QuantOracle Watch — 24/7 position monitoring

Most monitoring agents rebuild the same loop: poll crypto/liquidation-price + risk/var-parametric on a timer, all day. Watch replaces the loop — register a crypto perp position once and an isolated watcher re-evaluates it every ~60 seconds: funding-adjusted liquidation distance (warn/critical bands with hysteresis), funding-rate sign flips, hourly vol-regime changes, and expiry warnings. Alerts fire as HMAC-signed webhooks (X-QO-Signature, key = your monitor token) and are recorded server-side, so the trial needs zero infrastructure — just poll.

Endpoint	Description	Price
`POST /v1/watch/trial`	Free 48-hour monitor — one per IP per 30 days	Free
`POST /v1/watch/position`	Register a position for 30 days of monitoring	$5.00
`POST /v1/watch/extend`	+30 days (also upgrades a trial; body: `{monitor_id, token}`)	$5.00
`PATCH /v1/watch/{id}`	Update position params after you add margin / resize / move it	Free
`GET /v1/watch/{id}`	Live status + alert history (token auth)	Free
`DELETE /v1/watch/{id}`	Cancel	Free

curl -X POST https://api.quantoracle.dev/v1/watch/trial \
  -H "Content-Type: application/json" \
  -d '{"asset":"BTC","direction":"long","entry_price":62000,
       "position_size":5000,"collateral":1000}'

# → {"monitor_id":"w_...","token":"...","tier":"trial","status":"active",
#    "liquidation_price":49910,"distance_pct":19.5,
#    "status_url":"https://api.quantoracle.dev/v1/watch/w_...", ...}

No exchange keys, no custody, no execution — Watch reads public market data and sends webhooks, so the worst failure mode is a missed alert (the watcher heartbeat is published in /health as watcher_heartbeat_age_s). Webhook targets are SSRF-guarded and deliveries retried. The economics: a DIY loop polling the same math once a minute past the free tier costs ~$7.20/day in per-call fees vs $5 per 30 days. Full walkthrough: quantoracle.dev/writing/crypto-liquidation-alerts-for-agents.

x402 Payments

QuantOracle uses the x402 protocol for pay-per-call micropayments. When an agent exhausts its free tier (or calls a paid-only composite), the API returns a standard 402 response with payment instructions advertising both Base and Solana. x402-compatible agents (Coinbase AgentKit, AgentCash, OpenClaw, etc.) handle the rest automatically:

Agent calls endpoint, gets 402 with PAYMENT-REQUIRED header listing accepted networks
Agent signs a gasless USDC transfer authorization on Base (EIP-3009) or Solana
Agent resends request with PAYMENT-SIGNATURE header
Server verifies via CDP facilitator, serves the response, settles on-chain

No API keys. No subscriptions. No accounts. Just math and micropayments.

Supported Networks

Network	Asset	Gas	Best for
Base mainnet (`eip155:8453`)	USDC (`0x8335...`)	~$0.005/tx	EVM agents, Coinbase tooling, LangChain, Base ecosystem
Solana mainnet (`solana:5eykt4...`)	USDC (`EPjFWdd5...`)	~$0.0002/tx (CDP fee-payer)	Solana Agent Kit, Eliza, high-frequency bots

Settlement: Via Coinbase Developer Platform facilitator (api.cdp.coinbase.com/platform/v2/x402)
Base wallet: 0xC94f5F33ae446a50Ce31157db81253BfddFE2af6
Solana wallet: 9biztrXscReJ3Wi8EfkD2gL3WXzYUmzTEohD26Bxp39u
Discovery: https://api.quantoracle.dev/.well-known/x402 (returns both chains for every endpoint)

Test it with AgentCash

npx agentcash@latest onboard
# Fund the Base or Solana wallet shown, then:
npx agentcash fetch https://api.quantoracle.dev/v1/risk/full-analysis \
  -m POST --payment-network solana \
  --body '{"returns":[0.01,-0.02,0.03,0.005,-0.01,0.02,-0.015,0.025,0.01,-0.005,0.015]}'

MCP Server

QuantOracle is available as a native MCP server with 80 tools (63 calculators + 11 composites + 2 live market-data endpoints + 3 QuantOracle Watch monitoring tools + batch). Works with Claude Desktop, Cursor, Windsurf, Smithery, and any MCP-compatible client.

Install via npm

npx quantoracle-mcp

Claude Desktop / Claude Code

Add as a connector in Settings, or add to claude_desktop_config.json:

{
  "mcpServers": {
    "quantoracle": {
      "url": "https://mcp.quantoracle.dev/mcp"
    }
  }
}

Or run locally via npx:

{
  "mcpServers": {
    "quantoracle": {
      "command": "npx",
      "args": ["-y", "quantoracle-mcp"]
    }
  }
}

Remote MCP (Streamable HTTP)

Connect directly to the hosted server — no install required:

https://mcp.quantoracle.dev/mcp

Smithery

npx @smithery/cli mcp add https://server.smithery.ai/QuantOracle/quantoracle

OpenClaw / ClawHub

clawhub install quantoracle

Integrations

QuantOracle is available across multiple agent ecosystems:

Platform	How to connect
Claude Desktop / Claude Code	Connector URL: `https://mcp.quantoracle.dev/mcp`
Cursor / Windsurf	MCP config: `npx quantoracle-mcp`
Smithery	`npx @smithery/cli mcp add QuantOracle/quantoracle`
OpenClaw / ClawHub	`clawhub install quantoracle`
CLI	`npm install -g quantoracle-cli` or `npx quantoracle-cli`
Glama	glama.ai/mcp/servers/QuantOracledev/quantoracle
npm (MCP)	`npx quantoracle-mcp`
x402 ecosystem	x402.org/ecosystem
ChatGPT GPT	QuantOracle GPT
LangChain	`pip install langchain-quantoracle`
AgentCash	`npx agentcash fetch https://api.quantoracle.dev/v1/...`
x402scan	Server page — Base + Solana
REST API	`https://api.quantoracle.dev/v1/...`
OpenAPI spec	`https://api.quantoracle.dev/openapi.json`
Swagger UI	`https://api.quantoracle.dev/docs`

Tool Discovery

# List all tools (63 calculators + 10 composites) with paths and pricing
curl https://api.quantoracle.dev/tools

# x402 discovery (advertises Base + Solana for every endpoint)
curl https://api.quantoracle.dev/.well-known/x402

# Health check
curl https://api.quantoracle.dev/health

# Usage check
curl https://api.quantoracle.dev/usage

# MCP server card
curl https://mcp.quantoracle.dev/.well-known/mcp/server-card.json

Full Endpoint Reference

Options (4 endpoints)

Endpoint	Description	Price
`POST /v1/options/price`	Black-Scholes pricing with 10 Greeks (delta through color)	$0.005
`POST /v1/options/implied-vol`	Newton-Raphson implied volatility solver	$0.005
`POST /v1/options/strategy`	Multi-leg options strategy P&L, breakevens, max profit/loss	$0.008
`POST /v1/options/payoff-diagram`	Multi-leg options payoff diagram data generation	$0.005

Derivatives (7 endpoints)

Endpoint	Description	Price
`POST /v1/derivatives/binomial-tree`	CRR binomial tree pricing for American and European options	$0.008
`POST /v1/derivatives/barrier-option`	Barrier option pricing using analytical formulas	$0.008
`POST /v1/derivatives/asian-option`	Asian option pricing: geometric closed-form or arithmetic approximation	$0.008
`POST /v1/derivatives/lookback-option`	Lookback option pricing (floating/fixed strike, Goldman-Sosin-Gatto)	$0.008
`POST /v1/derivatives/option-chain-analysis`	Option chain analytics: skew, max pain, put-call ratios	$0.015
`POST /v1/derivatives/put-call-parity`	Put-call parity check and arbitrage detection	$0.002
`POST /v1/derivatives/volatility-surface`	Build implied volatility surface from market data	$0.015

Risk (8 endpoints)

Endpoint	Description	Price
`POST /v1/risk/portfolio`	22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown	$0.008
`POST /v1/risk/kelly`	Kelly Criterion: discrete (win/loss) or continuous (returns series)	$0.005
`POST /v1/risk/position-size`	Fixed fractional position sizing with risk/reward targets	$0.005
`POST /v1/risk/drawdown`	Drawdown decomposition with underwater curve	$0.005
`POST /v1/risk/correlation`	N x N correlation and covariance matrices from return series	$0.008
`POST /v1/risk/var-parametric`	Parametric Value-at-Risk and Conditional VaR	$0.008
`POST /v1/risk/stress-test`	Portfolio stress test across multiple scenarios	$0.008
`POST /v1/risk/transaction-cost`	Transaction cost model: commission + spread + Almgren market impact	$0.005

Indicators (6 endpoints)

Endpoint	Description	Price
`POST /v1/indicators/technical`	13 technical indicators (SMA, EMA, RSI, MACD, etc.) + composite signals	$0.005
`POST /v1/indicators/regime`	Trend + volatility regime + composite risk classification	$0.005
`POST /v1/indicators/crossover`	Golden/death cross detection with signal history	$0.005
`POST /v1/indicators/bollinger-bands`	Bollinger Bands with %B, bandwidth, and squeeze detection	$0.002
`POST /v1/indicators/fibonacci-retracement`	Fibonacci retracement and extension levels	$0.002
`POST /v1/indicators/atr`	Average True Range with normalized ATR and volatility regime	$0.002

Statistics (12 endpoints)

Endpoint	Description	Price
`POST /v1/stats/linear-regression`	OLS linear regression with R-squared, t-stats, standard errors	$0.008
`POST /v1/stats/polynomial-regression`	Polynomial regression of degree n with goodness-of-fit metrics	$0.008
`POST /v1/stats/cointegration`	Engle-Granger cointegration test with hedge ratio and half-life	$0.008
`POST /v1/stats/hurst-exponent`	Hurst exponent via rescaled range (R/S) analysis	$0.008
`POST /v1/stats/garch-forecast`	GARCH(1,1) volatility forecast using maximum likelihood estimation	$0.015
`POST /v1/stats/zscore`	Rolling and static z-scores with extreme value detection	$0.002
`POST /v1/stats/distribution-fit`	Fit data to common distributions and rank by goodness of fit	$0.008
`POST /v1/stats/correlation-matrix`	Correlation and covariance matrices with eigenvalue decomposition	$0.015
`POST /v1/stats/realized-volatility`	Realized vol: close-to-close, Parkinson, Garman-Klass, Yang-Zhang	$0.005
`POST /v1/stats/normal-distribution`	Normal distribution: CDF, PDF, quantile, confidence intervals	$0.002
`POST /v1/stats/sharpe-ratio`	Standalone Sharpe ratio with Lo (2002) standard error and 95% CI	$0.002
`POST /v1/stats/probabilistic-sharpe`	Probabilistic Sharpe Ratio (Bailey & Lopez de Prado 2012)	$0.005

Portfolio (2 endpoints)

Endpoint	Description	Price
`POST /v1/portfolio/optimize`	Portfolio optimization: max Sharpe, min vol, or risk parity	$0.015
`POST /v1/portfolio/risk-parity-weights`	Equal risk contribution portfolio weights (Spinu 2013)	$0.008

Fixed Income (4 endpoints)

Endpoint	Description	Price
`POST /v1/fixed-income/bond`	Bond price, Macaulay/modified duration, convexity, DV01	$0.008
`POST /v1/fixed-income/amortization`	Full amortization schedule with extra payment savings analysis	$0.005
`POST /v1/fi/yield-curve-interpolate`	Yield curve interpolation: linear, cubic spline, Nelson-Siegel	$0.015
`POST /v1/fi/credit-spread`	Credit spread and Z-spread from bond price vs risk-free curve	$0.008

Crypto / DeFi (7 endpoints)

Endpoint	Description	Price
`POST /v1/crypto/impermanent-loss`	Impermanent loss calculator for Uniswap v2/v3 AMM positions	$0.005
`POST /v1/crypto/apy-apr-convert`	Convert between APY and APR with configurable compounding	$0.002
`POST /v1/crypto/liquidation-price`	Liquidation price calculator for leveraged positions	$0.002
`POST /v1/crypto/funding-rate`	Funding rate analysis with annualization and regime detection	$0.005
`POST /v1/crypto/dex-slippage`	DEX slippage estimator for constant-product AMM (x*y=k)	$0.005
`POST /v1/crypto/vesting-schedule`	Token vesting schedule with cliff, linear/graded unlock, TGE	$0.005
`POST /v1/crypto/rebalance-threshold`	Portfolio rebalance analyzer: drift detection and trade sizing	$0.005

Live Data (2 endpoints) — paid tier, fresh market data

Endpoint	Description	Price
`POST /v1/live/volatility`	Live realized volatility (7d/30d/90d) + regime for a crypto asset	$0.01
`POST /v1/live/funding-rates`	Live perpetual funding rate + annualized carry for a crypto asset	$0.005

Paid from the first call (not part of the free tier); 20 free calls/IP/day. See QuantOracle Live.

Watch — position monitoring (6 endpoints)

Endpoint	Description	Price
`POST /v1/watch/trial`	Free 48-hour trial monitor (one per IP per 30 days)	Free
`POST /v1/watch/position`	24/7 monitoring of a perp position for 30 days	$5.00
`POST /v1/watch/extend`	Extend or upgrade a monitor by 30 days	$5.00
`PATCH /v1/watch/{id}`	Update position params (direction/entry/size/collateral/mmr/webhook/thresholds)	Free
`GET /v1/watch/{id}`	Live status + alert history (token auth)	Free
`DELETE /v1/watch/{id}`	Cancel a monitor	Free

Priced per monitor, not per call. See QuantOracle Watch.

FX / Macro (7 endpoints)

Endpoint	Description	Price
`POST /v1/fx/interest-rate-parity`	Interest rate parity calculator with arbitrage detection	$0.005
`POST /v1/fx/purchasing-power-parity`	Purchasing power parity fair value estimation	$0.005
`POST /v1/fx/forward-rate`	Bootstrap forward rates from a spot yield curve	$0.005
`POST /v1/fx/carry-trade`	Currency carry trade P&L decomposition	$0.005
`POST /v1/macro/inflation-adjusted`	Nominal to real returns using Fisher equation	$0.002
`POST /v1/macro/taylor-rule`	Taylor Rule interest rate prescription	$0.002
`POST /v1/macro/real-yield`	Real yield and breakeven inflation from nominal yields	$0.002

Time Value of Money (5 endpoints)

Endpoint	Description	Price
`POST /v1/tvm/present-value`	Present value of a future lump sum and/or annuity stream	$0.002
`POST /v1/tvm/future-value`	Future value of a present lump sum and/or annuity stream	$0.002
`POST /v1/tvm/irr`	Internal rate of return via Newton-Raphson	$0.005
`POST /v1/tvm/npv`	Net present value with profitability index and payback period	$0.002
`POST /v1/tvm/cagr`	Compound annual growth rate with forward projections	$0.002

Simulation (1 endpoint)

Endpoint	Description	Price
`POST /v1/simulate/montecarlo`	GBM Monte Carlo with contributions/withdrawals, up to 5000 paths	$0.015

Composite Endpoints (paid-only)

Higher-level endpoints that combine multiple calculations into a single call. Same math as the individual endpoints -- just packaged for common agent workflows. No free tier.

Endpoint	Description	Replaces	Price
`POST /v1/backtest/strategy`	Run SMA crossover, RSI mean reversion, momentum, or Bollinger breakout backtest	10+ indicator + risk calls	$0.10
`POST /v1/options/spread-scan`	Scan and rank vertical spreads by risk/reward	8-16 options/price calls	$0.05
`POST /v1/portfolio/rebalance-plan`	Generate trade list to hit target weights with cost estimate	portfolio/optimize + transaction-cost	$0.05
`POST /v1/options/strategy-optimizer`	Rank top options strategies given outlook + volatility view	options/strategy + payoff-diagram	$0.08
`POST /v1/hedging/recommend`	Rank cheapest effective hedges (protective put, collar, futures, partial)	options/price + Greeks	$0.04
`POST /v1/risk/full-analysis`	Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR	7 individual calls	$0.04
`POST /v1/portfolio/health`	Portfolio health check: risk, correlation, rebalance, stress test	6 individual calls	$0.04
`POST /v1/trade/evaluate`	Trade evaluation: sizing, risk/reward, Kelly, costs, regime, signals, verdict	5 individual calls	$0.025
`POST /v1/pairs/signal`	Pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio	4 individual calls	$0.025
`POST /v1/indicators/regime-classify`	Trend, vol regime, RSI, direction, strategy suggestion	technical + regime + realized-vol	$0.015

Example: Agent Backtest Workflow

A typical agent backtest chains multiple QuantOracle calls per iteration:

1. /v1/indicators/technical    -- generate signals (SMA, RSI, MACD)
2. /v1/risk/position-size      -- size the trade (fixed fractional)
3. /v1/risk/transaction-cost   -- estimate execution costs
4. /v1/options/price            -- price the hedge (Black-Scholes)
5. /v1/risk/portfolio           -- compute running Sharpe, drawdown, VaR
6. /v1/stats/probabilistic-sharpe -- is the Sharpe statistically significant?
7. /v1/tvm/cagr                 -- compute CAGR of the equity curve

Each call is a pure calculator -- no state, no side effects, no API keys.

Strategy Optimizer (1,200+ calls)

examples/strategy_optimizer.py is a full walk-forward parameter optimizer that demonstrates heavy API usage:

Phase	What it does	API calls
Parameter Sweep	Test 180 lookback/rebalance/RSI combinations across 8 assets	~1,080
Deep Analysis	22 risk metrics + VaR + Kelly + Monte Carlo on top 3 configs	~60-80
Options Overlay	Price covered calls across 6 assets x 4 expiries x 5 strikes	~100-150
Pairs Analysis	Cointegration scan + Hurst exponent on 45 asset pairs	~50-70

pip install requests
python examples/strategy_optimizer.py

A single run makes ~1,200-1,500 API calls. At paid rates that's ~$6-8 USDC. The same calculations done by an LLM in-context would cost $12-60 in tokens (Sonnet to Opus), take 4x longer, and get 15-30% of the complex math wrong.

Self-Hosting

# Clone and run locally
git clone https://github.com/QuantOracledev/quantoracle.git
cd quantoracle
pip install fastapi uvicorn
uvicorn api.quantoracle:app --host 0.0.0.0 --port 8000

# Docker
docker compose up -d

# Docs at http://localhost:8000/docs

Accuracy

Every endpoint is tested against published analytical solutions:

120 citation-backed benchmarks (Hull, Wilmott, Bailey & Lopez de Prado, Goldman-Sosin-Gatto, Taylor, Fisher, Markowitz)
65+ integration tests covering all 63 calculators
Pure Python math -- no numpy/scipy, zero native dependencies
Deterministic: same inputs always produce the same outputs

Run the verification suite yourself:

python tests/accuracy_benchmarks.py https://api.quantoracle.dev

Architecture

quantoracle/
  api/quantoracle.py        -- FastAPI app, 63 calculators + 11 composites, pure Python math
  worker/src/index.ts        -- Cloudflare Worker: rate limiting + x402 payments (Base + Solana)
  mcp-server/src/index.ts    -- MCP server: 80 tools (incl. live data + Watch) over Streamable HTTP
  cli/                       -- quantoracle-cli: all endpoints in the terminal (npm)
  tests/
    test_integration.py      -- 65 integration tests (all endpoints, live API)
    accuracy_benchmarks.py   -- 120 citation-backed accuracy tests

Stack: FastAPI + Pydantic | Cloudflare Workers + KV | MCP (Streamable HTTP) | x402 + CDP Facilitator | USDC on Base and Solana

License

MIT -- use QuantOracle however you want.

Quantoracle

QuantOracledev13stars

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

Finance

Install Run on PlugMCP

GitHub Website

Run on PlugMCP

1# Quantoracle

README.mdMCP server

Transport: stdio
Status: Local

Power your agent

Add this server

Install from the publisher. Not a PlugMCP endpoint.

Run on PlugMCP

Host a copy with our keys and logs.

No packaged release in the registry yet. Follow the repository README.

RepositoryPublisher installStep-by-step: add this in Claude

Remote URL or a command on your machine? How the two installs differ

Run on PlugMCP

Host a copy with our keys and logs.

A new server you create. It is not this listing's official endpoint. Use the publisher install when you want their URL and their credentials.

Launch

Server facts

Local

Transport: stdio
License: MIT
Last checked: 2026-10-28

Stars: 13
Tools: —
Uptime: —

Tools

No tool list yet. Remote servers get one after the first health check.

FAQ

Questions

How do I install Quantoracle?

Copy the stdio config for Cursor, Claude Desktop, Claude Code, or VS Code on this page. It uses the publisher's install, not a PlugMCP proxy.

Does Quantoracle need an API key?

No required environment variable is listed on this record.

What transport does Quantoracle use?

Quantoracle runs locally over stdio.

When was Quantoracle last checked?

From the publisher

Documentation

Try it without writing code

12 free interactive calculators backed by the same API are live at quantoracle.dev — no signup, no API key:

Black-Scholes Option Pricing — call/put price + full Greeks
American Option (Binomial Tree) — early exercise + dividends
Options Profit Calculator — multi-leg payoff diagrams
Implied Volatility — Newton-Raphson IV solver
Monte Carlo Simulation — portfolio + retirement scenarios
Kelly Criterion — full / half / quarter-Kelly sizing
Position Size — fixed-fractional risk
Value at Risk (VaR) — parametric VaR + CVaR
Sharpe Ratio — with 95% confidence interval
CAGR — compound annual growth rate + projections
Crypto Liquidation Price — long/short, any leverage
Impermanent Loss — Uniswap v2 + v3

Why QuantOracle?

Every financial agent needs math. QuantOracle is that math.

63 pure calculators across options, derivatives, risk, portfolio, statistics, crypto/DeFi, FX/macro, and TVM
10 composite workflows that bundle 5-15 calculator calls (backtest strategies, rebalance planning, options strategy selection, hedging recommendations, full risk analysis, pairs signals, and more)
Zero dependencies for the 73 calculators + composites -- no market data, accounts, or third-party APIs; send numbers in, get numbers out
QuantOracle Live (new) -- a separate paid tier that brings the data: fresh crypto volatility (/v1/live/volatility) and perp funding rates (/v1/live/funding-rates). We fetch the live market data and run the math, so your agent doesn't have to. 20 free calls/IP/day to evaluate, then pay-per-call via x402.
QuantOracle Watch (new) -- 24/7 position monitoring: register a crypto perp position once and get HMAC-signed webhooks on funding-adjusted liquidation distance, funding flips, and vol-regime changes — re-checked every 60 seconds. Free 48h trial; $5 per position per 30 days via x402.
Deterministic -- the calculators always produce the same outputs for the same inputs, so agents can cache, verify, and chain calls
Citation-verified -- every formula tested against published textbook values (Hull, Wilmott, Bailey & Lopez de Prado)
120 accuracy benchmarks passing with analytical solutions
Fast -- sub-millisecond to 70ms compute time per call
Free tier -- 1,000 calls/IP/day, no API key, no signup, zero friction

Why not just let the LLM do the math?

	QuantOracle	LLM in-context math
Accuracy	Exact (analytical formulas)	70-85% on complex math
Determinism	Same input = same output, always	Different every run
Speed	<1ms per calculation	2-10s per generation
Cost	$0.002-0.015 per call	$0.01-0.10 per generation
Auditability	Cacheable, reproducible, testable	Non-reproducible
10-Greek BS pricing	1 API call, $0.005	~500 tokens, frequently wrong on gamma/vanna

📓 LangChain cookbook

Build a 25-line LangChain agent that answers concrete quant questions — "I'm long $100k of NVDA at $185, how should I hedge?" — with deterministic, reproducible math:

integrations/langchain/cookbook/quantoracle_risk_analyst.ipynb

QuantOracle × LangChain hedging composite

Runs in 30 seconds, ~$0.001 in OpenAI tokens, free for QuantOracle's individual calculators. The hedging-recommend composite shown above is $0.04 in USDC via x402.

Add QuantOracle to Your Agent

Drop this into your agent's system prompt:

You have access to QuantOracle -- 63 deterministic financial calculators + 10 composite workflows at https://api.quantoracle.dev.
Use QuantOracle for ALL financial math instead of computing in-context. It is faster, cheaper, and exact.
Send POST requests with JSON. No API key needed (1,000 free calls/day).

Key endpoints:
- /v1/options/price -- Black-Scholes + 10 Greeks
- /v1/risk/portfolio -- 22 risk metrics from a returns series
- /v1/risk/kelly -- Kelly Criterion position sizing
- /v1/indicators/technical -- 13 indicators (RSI, MACD, Bollinger, etc.)
- /v1/simulate/montecarlo -- Monte Carlo simulation (up to 5,000 paths)
- /v1/stats/hurst-exponent -- Mean-reversion detection
- /v1/fixed-income/bond -- Bond pricing + duration + convexity

Paid-only composites (recommended for common agent workflows):
- /v1/backtest/strategy -- Run SMA/RSI/momentum/Bollinger backtest (Sharpe, drawdown, trades)
- /v1/portfolio/rebalance-plan -- Generate trades to hit target weights with cost estimate
- /v1/options/strategy-optimizer -- Rank options strategies given outlook + vol view
- /v1/hedging/recommend -- Cheapest effective hedge for a position
- /v1/risk/full-analysis, /v1/trade/evaluate, /v1/portfolio/health, /v1/pairs/signal, /v1/options/spread-scan, /v1/indicators/regime-classify

Full endpoint list: https://api.quantoracle.dev/tools
OpenAPI spec: https://api.quantoracle.dev/openapi.json
x402 discovery: https://api.quantoracle.dev/.well-known/x402 (advertises Base and Solana USDC)

Discovery URLs (for agent frameworks and crawlers)

Format	URL
OpenAPI spec	`https://api.quantoracle.dev/openapi.json`
Tool listing	`https://api.quantoracle.dev/tools`
MCP endpoint	`npx quantoracle-mcp`
AI Plugin	`https://api.quantoracle.dev/.well-known/ai-plugin.json`
Server card	`https://mcp.quantoracle.dev/.well-known/mcp/server-card.json`
Swagger docs	`https://api.quantoracle.dev/docs`

Quick Start

# Call any endpoint -- no setup required
curl -X POST https://api.quantoracle.dev/v1/options/price \
  -H "Content-Type: application/json" \
  -d '{"S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"}'

{
  "price": 4.5817,
  "intrinsic": 0,
  "time_value": 4.5817,
  "breakeven": 109.5817,
  "prob_itm": 0.4056,
  "greeks": {
    "delta": 0.4612,
    "gamma": 0.0281,
    "theta": -0.0211,
    "vega": 0.2808,
    "rho": 0.2077,
    "vanna": 0.0047,
    "charm": -0.0006,
    "volga": 0.0327,
    "speed": -0.0001
  },
  "d1": -0.0975,
  "d2": -0.2389,
  "ms": 12.4
}

Python

import requests

# Black-Scholes pricing
r = requests.post("https://api.quantoracle.dev/v1/options/price", json={
    "S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"
})
print(r.json()["price"])  # 4.5817

# Portfolio risk metrics (22 metrics from a returns series)
r = requests.post("https://api.quantoracle.dev/v1/risk/portfolio", json={
    "returns": [0.01, -0.005, 0.008, -0.003, 0.012, -0.001, 0.006, -0.009, 0.004, 0.002]
})
print(r.json()["risk"]["sharpe"])  # Annualized Sharpe

# Kelly Criterion
r = requests.post("https://api.quantoracle.dev/v1/risk/kelly", json={
    "mode": "discrete", "win_rate": 0.55, "avg_win": 1.5, "avg_loss": 1.0
})
print(r.json()["half_kelly"])  # Recommended bet fraction

# Monte Carlo simulation
r = requests.post("https://api.quantoracle.dev/v1/simulate/montecarlo", json={
    "initial_value": 100000, "annual_return": 0.08, "annual_vol": 0.15, "years": 10, "simulations": 1000
})
print(r.json()["terminal"]["median"])  # Median portfolio value at year 10

TypeScript

const res = await fetch("https://api.quantoracle.dev/v1/options/price", {
  method: "POST",
  headers: { "Content-Type": "application/json" },
  body: JSON.stringify({ S: 100, K: 105, T: 0.5, r: 0.05, sigma: 0.2, type: "call" })
});
const { price, greeks } = await res.json();
const { delta, gamma, vega } = greeks;

CLI

All 63 calculators + 10 composites in your terminal. Zero dependencies.

npm install -g quantoracle-cli

Or run without installing:

npx quantoracle-cli bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25

  QuantOracle · Black-Scholes (call)
  ────────────────────────────────────
  Price           $8.02
  Intrinsic       $0.00
  Time Value      $8.02
  Breakeven      $198.02
  Prob ITM        43.0%

  Greeks
  ────────────────────────────────────
  Delta            0.4797
  Gamma            0.0172
  Theta           -0.0615/day
  Vega             0.3685
  ────────────────────────────────────
  ⏱ 0.05ms · api.quantoracle.dev

# Kelly criterion
qo kelly --win-rate 0.55 --avg-win 120 --avg-loss 100

# Monte Carlo
qo mc --value 80000 --return 0.10 --vol 0.18 --years 2

# JSON output for scripting
qo bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25 --json | jq '.greeks.delta'

# Data from file
qo risk portfolio --returns @returns.txt

# All commands
qo help

Free Tier

1,000 free calls per IP per day. No signup. No API key. Just call the API.

	Free	Paid (x402)
Calls	1,000/day	Unlimited
Auth	None	x402 micropayment header
Calculators	All 63	All 63
Composite workflows	None (paid-only)	All 10
Live data tier	20 calls/day	Pay-per-call
Watch monitoring	Free 48h trial (1 per IP / 30d)	$5 per position / 30 days
Rate headers	Yes	Yes

Every response includes rate limit headers so agents can self-manage:

X-RateLimit-Limit: 1000
X-RateLimit-Remaining: 847
X-RateLimit-Reset: 2025-01-15T00:00:00Z

Check usage anytime:

curl https://api.quantoracle.dev/usage

After 1,000 calls, the API returns 402 Payment Required with an x402 payment header. Any x402-compatible agent automatically pays and continues:

HTTP/1.1 402 Payment Required
PAYMENT-REQUIRED: <base64-encoded payment instructions>

Tier	Price	Endpoints
Simple	$0.002	Z-score, APY/APR, Fibonacci, Bollinger, ATR, Taylor rule, inflation, real yield, PV, FV, NPV, CAGR, normal distribution, Sharpe ratio, liquidation price, put-call parity
Medium	$0.005	Black-Scholes, implied vol, Kelly, position sizing, drawdown, regime, crossover, bond amortization, carry trade, IRP, PPP, funding rate, slippage, vesting, rebalance, IRR, realized vol, PSR, transaction cost
Complex	$0.008	Portfolio risk, binomial tree, barrier/Asian/lookback options, credit spread, VaR, stress test, regression, cointegration, Hurst, distribution fit, risk parity
Heavy	$0.015	Monte Carlo, GARCH, portfolio optimization, option chain analysis, vol surface, yield curve, correlation matrix
Composite	$0.015-0.10	Backtest strategy, spread scan, rebalance plan, options strategy optimizer, hedging recommend, full risk analysis, trade evaluate, portfolio health, pairs signal, regime classify (paid-only, no free tier)

Batch Endpoint

Run up to 100 computations in a single HTTP request. One round trip instead of 100.

curl -X POST https://api.quantoracle.dev/v1/batch \
  -H "Content-Type: application/json" \
  -d '{
    "requests": [
      {"endpoint": "options/price", "params": {"S": 100, "K": 105, "T": 0.25, "r": 0.05, "sigma": 0.2}},
      {"endpoint": "stats/zscore", "params": {"series": [10, 12, 14, 11, 13, 15]}},
      {"endpoint": "tvm/cagr", "params": {"start_value": 100, "end_value": 150, "years": 3}}
    ]
  }'

Returns all results in one response with the total price:

{
  "batch_size": 3,
  "total_price_usdc": 0.009,
  "results": [
    {"endpoint": "options/price", "status": 200, "data": {"price": 2.4779, "greeks": {"delta": 0.377, "..."}}},
    {"endpoint": "stats/zscore", "status": 200, "data": {"mean": 12.5, "std_dev": 1.87, "..."}},
    {"endpoint": "tvm/cagr", "status": 200, "data": {"cagr": 0.1447, "doubling_time_years": 5.13, "..."}}
  ],
  "ms": 42.13
}

	Free	Paid
Batch calls	1 trial (ever)	Unlimited
Max per batch	100	100
Price	Free	Sum of individual endpoint prices

Batch pricing is the sum of the individual endpoint prices — no markup. You pay for the computations, the speed is free.

QuantOracle Live — fresh market data + compute

Endpoint	Description	Price
`POST /v1/live/volatility`	Realized volatility (7d/30d/90d) + regime for a crypto asset, from fresh daily candles	$0.01
`POST /v1/live/funding-rates`	Current perpetual funding rate + annualized carry for a crypto asset	$0.005

curl -X POST https://api.quantoracle.dev/v1/live/volatility \
  -H "Content-Type: application/json" \
  -d '{"asset":"BTC"}'

# → {"asset":"BTC","spot":61728.7,"realized_vol_7d":0.4534,
#    "realized_vol_30d":0.3108,"realized_vol_90d":0.3157,"regime":"NORMAL",
#    "as_of_age_seconds":0,"stale":false,"source":"kraken", ...}

QuantOracle Watch — 24/7 position monitoring

Endpoint	Description	Price
`POST /v1/watch/trial`	Free 48-hour monitor — one per IP per 30 days	Free
`POST /v1/watch/position`	Register a position for 30 days of monitoring	$5.00
`POST /v1/watch/extend`	+30 days (also upgrades a trial; body: `{monitor_id, token}`)	$5.00
`PATCH /v1/watch/{id}`	Update position params after you add margin / resize / move it	Free
`GET /v1/watch/{id}`	Live status + alert history (token auth)	Free
`DELETE /v1/watch/{id}`	Cancel	Free

curl -X POST https://api.quantoracle.dev/v1/watch/trial \
  -H "Content-Type: application/json" \
  -d '{"asset":"BTC","direction":"long","entry_price":62000,
       "position_size":5000,"collateral":1000}'

# → {"monitor_id":"w_...","token":"...","tier":"trial","status":"active",
#    "liquidation_price":49910,"distance_pct":19.5,
#    "status_url":"https://api.quantoracle.dev/v1/watch/w_...", ...}

x402 Payments

Agent calls endpoint, gets 402 with PAYMENT-REQUIRED header listing accepted networks
Agent signs a gasless USDC transfer authorization on Base (EIP-3009) or Solana
Agent resends request with PAYMENT-SIGNATURE header
Server verifies via CDP facilitator, serves the response, settles on-chain

No API keys. No subscriptions. No accounts. Just math and micropayments.

Supported Networks

Network	Asset	Gas	Best for
Base mainnet (`eip155:8453`)	USDC (`0x8335...`)	~$0.005/tx	EVM agents, Coinbase tooling, LangChain, Base ecosystem
Solana mainnet (`solana:5eykt4...`)	USDC (`EPjFWdd5...`)	~$0.0002/tx (CDP fee-payer)	Solana Agent Kit, Eliza, high-frequency bots

Settlement: Via Coinbase Developer Platform facilitator (api.cdp.coinbase.com/platform/v2/x402)
Base wallet: 0xC94f5F33ae446a50Ce31157db81253BfddFE2af6
Solana wallet: 9biztrXscReJ3Wi8EfkD2gL3WXzYUmzTEohD26Bxp39u
Discovery: https://api.quantoracle.dev/.well-known/x402 (returns both chains for every endpoint)

Test it with AgentCash

npx agentcash@latest onboard
# Fund the Base or Solana wallet shown, then:
npx agentcash fetch https://api.quantoracle.dev/v1/risk/full-analysis \
  -m POST --payment-network solana \
  --body '{"returns":[0.01,-0.02,0.03,0.005,-0.01,0.02,-0.015,0.025,0.01,-0.005,0.015]}'

MCP Server

Install via npm

npx quantoracle-mcp

Claude Desktop / Claude Code

Add as a connector in Settings, or add to claude_desktop_config.json:

{
  "mcpServers": {
    "quantoracle": {
      "url": "https://mcp.quantoracle.dev/mcp"
    }
  }
}

Or run locally via npx:

{
  "mcpServers": {
    "quantoracle": {
      "command": "npx",
      "args": ["-y", "quantoracle-mcp"]
    }
  }
}

Remote MCP (Streamable HTTP)

Connect directly to the hosted server — no install required:

https://mcp.quantoracle.dev/mcp

Smithery

npx @smithery/cli mcp add https://server.smithery.ai/QuantOracle/quantoracle

OpenClaw / ClawHub

clawhub install quantoracle

Integrations

QuantOracle is available across multiple agent ecosystems:

Platform	How to connect
Claude Desktop / Claude Code	Connector URL: `https://mcp.quantoracle.dev/mcp`
Cursor / Windsurf	MCP config: `npx quantoracle-mcp`
Smithery	`npx @smithery/cli mcp add QuantOracle/quantoracle`
OpenClaw / ClawHub	`clawhub install quantoracle`
CLI	`npm install -g quantoracle-cli` or `npx quantoracle-cli`
Glama	glama.ai/mcp/servers/QuantOracledev/quantoracle
npm (MCP)	`npx quantoracle-mcp`
x402 ecosystem	x402.org/ecosystem
ChatGPT GPT	QuantOracle GPT
LangChain	`pip install langchain-quantoracle`
AgentCash	`npx agentcash fetch https://api.quantoracle.dev/v1/...`
x402scan	Server page — Base + Solana
REST API	`https://api.quantoracle.dev/v1/...`
OpenAPI spec	`https://api.quantoracle.dev/openapi.json`
Swagger UI	`https://api.quantoracle.dev/docs`

Tool Discovery

# List all tools (63 calculators + 10 composites) with paths and pricing
curl https://api.quantoracle.dev/tools

# x402 discovery (advertises Base + Solana for every endpoint)
curl https://api.quantoracle.dev/.well-known/x402

# Health check
curl https://api.quantoracle.dev/health

# Usage check
curl https://api.quantoracle.dev/usage

# MCP server card
curl https://mcp.quantoracle.dev/.well-known/mcp/server-card.json

Full Endpoint Reference

Options (4 endpoints)

Endpoint	Description	Price
`POST /v1/options/price`	Black-Scholes pricing with 10 Greeks (delta through color)	$0.005
`POST /v1/options/implied-vol`	Newton-Raphson implied volatility solver	$0.005
`POST /v1/options/strategy`	Multi-leg options strategy P&L, breakevens, max profit/loss	$0.008
`POST /v1/options/payoff-diagram`	Multi-leg options payoff diagram data generation	$0.005

Derivatives (7 endpoints)

Endpoint	Description	Price
`POST /v1/derivatives/binomial-tree`	CRR binomial tree pricing for American and European options	$0.008
`POST /v1/derivatives/barrier-option`	Barrier option pricing using analytical formulas	$0.008
`POST /v1/derivatives/asian-option`	Asian option pricing: geometric closed-form or arithmetic approximation	$0.008
`POST /v1/derivatives/lookback-option`	Lookback option pricing (floating/fixed strike, Goldman-Sosin-Gatto)	$0.008
`POST /v1/derivatives/option-chain-analysis`	Option chain analytics: skew, max pain, put-call ratios	$0.015
`POST /v1/derivatives/put-call-parity`	Put-call parity check and arbitrage detection	$0.002
`POST /v1/derivatives/volatility-surface`	Build implied volatility surface from market data	$0.015

Risk (8 endpoints)

Endpoint	Description	Price
`POST /v1/risk/portfolio`	22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown	$0.008
`POST /v1/risk/kelly`	Kelly Criterion: discrete (win/loss) or continuous (returns series)	$0.005
`POST /v1/risk/position-size`	Fixed fractional position sizing with risk/reward targets	$0.005
`POST /v1/risk/drawdown`	Drawdown decomposition with underwater curve	$0.005
`POST /v1/risk/correlation`	N x N correlation and covariance matrices from return series	$0.008
`POST /v1/risk/var-parametric`	Parametric Value-at-Risk and Conditional VaR	$0.008
`POST /v1/risk/stress-test`	Portfolio stress test across multiple scenarios	$0.008
`POST /v1/risk/transaction-cost`	Transaction cost model: commission + spread + Almgren market impact	$0.005

Indicators (6 endpoints)

Endpoint	Description	Price
`POST /v1/indicators/technical`	13 technical indicators (SMA, EMA, RSI, MACD, etc.) + composite signals	$0.005
`POST /v1/indicators/regime`	Trend + volatility regime + composite risk classification	$0.005
`POST /v1/indicators/crossover`	Golden/death cross detection with signal history	$0.005
`POST /v1/indicators/bollinger-bands`	Bollinger Bands with %B, bandwidth, and squeeze detection	$0.002
`POST /v1/indicators/fibonacci-retracement`	Fibonacci retracement and extension levels	$0.002
`POST /v1/indicators/atr`	Average True Range with normalized ATR and volatility regime	$0.002

Statistics (12 endpoints)

Endpoint	Description	Price
`POST /v1/stats/linear-regression`	OLS linear regression with R-squared, t-stats, standard errors	$0.008
`POST /v1/stats/polynomial-regression`	Polynomial regression of degree n with goodness-of-fit metrics	$0.008
`POST /v1/stats/cointegration`	Engle-Granger cointegration test with hedge ratio and half-life	$0.008
`POST /v1/stats/hurst-exponent`	Hurst exponent via rescaled range (R/S) analysis	$0.008
`POST /v1/stats/garch-forecast`	GARCH(1,1) volatility forecast using maximum likelihood estimation	$0.015
`POST /v1/stats/zscore`	Rolling and static z-scores with extreme value detection	$0.002
`POST /v1/stats/distribution-fit`	Fit data to common distributions and rank by goodness of fit	$0.008
`POST /v1/stats/correlation-matrix`	Correlation and covariance matrices with eigenvalue decomposition	$0.015
`POST /v1/stats/realized-volatility`	Realized vol: close-to-close, Parkinson, Garman-Klass, Yang-Zhang	$0.005
`POST /v1/stats/normal-distribution`	Normal distribution: CDF, PDF, quantile, confidence intervals	$0.002
`POST /v1/stats/sharpe-ratio`	Standalone Sharpe ratio with Lo (2002) standard error and 95% CI	$0.002
`POST /v1/stats/probabilistic-sharpe`	Probabilistic Sharpe Ratio (Bailey & Lopez de Prado 2012)	$0.005

Portfolio (2 endpoints)

Endpoint	Description	Price
`POST /v1/portfolio/optimize`	Portfolio optimization: max Sharpe, min vol, or risk parity	$0.015
`POST /v1/portfolio/risk-parity-weights`	Equal risk contribution portfolio weights (Spinu 2013)	$0.008

Fixed Income (4 endpoints)

Endpoint	Description	Price
`POST /v1/fixed-income/bond`	Bond price, Macaulay/modified duration, convexity, DV01	$0.008
`POST /v1/fixed-income/amortization`	Full amortization schedule with extra payment savings analysis	$0.005
`POST /v1/fi/yield-curve-interpolate`	Yield curve interpolation: linear, cubic spline, Nelson-Siegel	$0.015
`POST /v1/fi/credit-spread`	Credit spread and Z-spread from bond price vs risk-free curve	$0.008

Crypto / DeFi (7 endpoints)

Endpoint	Description	Price
`POST /v1/crypto/impermanent-loss`	Impermanent loss calculator for Uniswap v2/v3 AMM positions	$0.005
`POST /v1/crypto/apy-apr-convert`	Convert between APY and APR with configurable compounding	$0.002
`POST /v1/crypto/liquidation-price`	Liquidation price calculator for leveraged positions	$0.002
`POST /v1/crypto/funding-rate`	Funding rate analysis with annualization and regime detection	$0.005
`POST /v1/crypto/dex-slippage`	DEX slippage estimator for constant-product AMM (x*y=k)	$0.005
`POST /v1/crypto/vesting-schedule`	Token vesting schedule with cliff, linear/graded unlock, TGE	$0.005
`POST /v1/crypto/rebalance-threshold`	Portfolio rebalance analyzer: drift detection and trade sizing	$0.005

Live Data (2 endpoints) — paid tier, fresh market data

Endpoint	Description	Price
`POST /v1/live/volatility`	Live realized volatility (7d/30d/90d) + regime for a crypto asset	$0.01
`POST /v1/live/funding-rates`	Live perpetual funding rate + annualized carry for a crypto asset	$0.005

Paid from the first call (not part of the free tier); 20 free calls/IP/day. See QuantOracle Live.

Watch — position monitoring (6 endpoints)

Endpoint	Description	Price
`POST /v1/watch/trial`	Free 48-hour trial monitor (one per IP per 30 days)	Free
`POST /v1/watch/position`	24/7 monitoring of a perp position for 30 days	$5.00
`POST /v1/watch/extend`	Extend or upgrade a monitor by 30 days	$5.00
`PATCH /v1/watch/{id}`	Update position params (direction/entry/size/collateral/mmr/webhook/thresholds)	Free
`GET /v1/watch/{id}`	Live status + alert history (token auth)	Free
`DELETE /v1/watch/{id}`	Cancel a monitor	Free

Priced per monitor, not per call. See QuantOracle Watch.

FX / Macro (7 endpoints)

Endpoint	Description	Price
`POST /v1/fx/interest-rate-parity`	Interest rate parity calculator with arbitrage detection	$0.005
`POST /v1/fx/purchasing-power-parity`	Purchasing power parity fair value estimation	$0.005
`POST /v1/fx/forward-rate`	Bootstrap forward rates from a spot yield curve	$0.005
`POST /v1/fx/carry-trade`	Currency carry trade P&L decomposition	$0.005
`POST /v1/macro/inflation-adjusted`	Nominal to real returns using Fisher equation	$0.002
`POST /v1/macro/taylor-rule`	Taylor Rule interest rate prescription	$0.002
`POST /v1/macro/real-yield`	Real yield and breakeven inflation from nominal yields	$0.002

Time Value of Money (5 endpoints)

Endpoint	Description	Price
`POST /v1/tvm/present-value`	Present value of a future lump sum and/or annuity stream	$0.002
`POST /v1/tvm/future-value`	Future value of a present lump sum and/or annuity stream	$0.002
`POST /v1/tvm/irr`	Internal rate of return via Newton-Raphson	$0.005
`POST /v1/tvm/npv`	Net present value with profitability index and payback period	$0.002
`POST /v1/tvm/cagr`	Compound annual growth rate with forward projections	$0.002

Simulation (1 endpoint)

Endpoint	Description	Price
`POST /v1/simulate/montecarlo`	GBM Monte Carlo with contributions/withdrawals, up to 5000 paths	$0.015

Composite Endpoints (paid-only)

Higher-level endpoints that combine multiple calculations into a single call. Same math as the individual endpoints -- just packaged for common agent workflows. No free tier.

Endpoint	Description	Replaces	Price
`POST /v1/backtest/strategy`	Run SMA crossover, RSI mean reversion, momentum, or Bollinger breakout backtest	10+ indicator + risk calls	$0.10
`POST /v1/options/spread-scan`	Scan and rank vertical spreads by risk/reward	8-16 options/price calls	$0.05
`POST /v1/portfolio/rebalance-plan`	Generate trade list to hit target weights with cost estimate	portfolio/optimize + transaction-cost	$0.05
`POST /v1/options/strategy-optimizer`	Rank top options strategies given outlook + volatility view	options/strategy + payoff-diagram	$0.08
`POST /v1/hedging/recommend`	Rank cheapest effective hedges (protective put, collar, futures, partial)	options/price + Greeks	$0.04
`POST /v1/risk/full-analysis`	Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR	7 individual calls	$0.04
`POST /v1/portfolio/health`	Portfolio health check: risk, correlation, rebalance, stress test	6 individual calls	$0.04
`POST /v1/trade/evaluate`	Trade evaluation: sizing, risk/reward, Kelly, costs, regime, signals, verdict	5 individual calls	$0.025
`POST /v1/pairs/signal`	Pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio	4 individual calls	$0.025
`POST /v1/indicators/regime-classify`	Trend, vol regime, RSI, direction, strategy suggestion	technical + regime + realized-vol	$0.015

Example: Agent Backtest Workflow

A typical agent backtest chains multiple QuantOracle calls per iteration:

1. /v1/indicators/technical    -- generate signals (SMA, RSI, MACD)
2. /v1/risk/position-size      -- size the trade (fixed fractional)
3. /v1/risk/transaction-cost   -- estimate execution costs
4. /v1/options/price            -- price the hedge (Black-Scholes)
5. /v1/risk/portfolio           -- compute running Sharpe, drawdown, VaR
6. /v1/stats/probabilistic-sharpe -- is the Sharpe statistically significant?
7. /v1/tvm/cagr                 -- compute CAGR of the equity curve

Each call is a pure calculator -- no state, no side effects, no API keys.

Strategy Optimizer (1,200+ calls)

examples/strategy_optimizer.py is a full walk-forward parameter optimizer that demonstrates heavy API usage:

Phase	What it does	API calls
Parameter Sweep	Test 180 lookback/rebalance/RSI combinations across 8 assets	~1,080
Deep Analysis	22 risk metrics + VaR + Kelly + Monte Carlo on top 3 configs	~60-80
Options Overlay	Price covered calls across 6 assets x 4 expiries x 5 strikes	~100-150
Pairs Analysis	Cointegration scan + Hurst exponent on 45 asset pairs	~50-70

pip install requests
python examples/strategy_optimizer.py

Self-Hosting

# Clone and run locally
git clone https://github.com/QuantOracledev/quantoracle.git
cd quantoracle
pip install fastapi uvicorn
uvicorn api.quantoracle:app --host 0.0.0.0 --port 8000

# Docker
docker compose up -d

# Docs at http://localhost:8000/docs

Accuracy

Every endpoint is tested against published analytical solutions:

120 citation-backed benchmarks (Hull, Wilmott, Bailey & Lopez de Prado, Goldman-Sosin-Gatto, Taylor, Fisher, Markowitz)
65+ integration tests covering all 63 calculators
Pure Python math -- no numpy/scipy, zero native dependencies
Deterministic: same inputs always produce the same outputs

Run the verification suite yourself:

python tests/accuracy_benchmarks.py https://api.quantoracle.dev

Architecture

quantoracle/
  api/quantoracle.py        -- FastAPI app, 63 calculators + 11 composites, pure Python math
  worker/src/index.ts        -- Cloudflare Worker: rate limiting + x402 payments (Base + Solana)
  mcp-server/src/index.ts    -- MCP server: 80 tools (incl. live data + Watch) over Streamable HTTP
  cli/                       -- quantoracle-cli: all endpoints in the terminal (npm)
  tests/
    test_integration.py      -- 65 integration tests (all endpoints, live API)
    accuracy_benchmarks.py   -- 120 citation-backed accuracy tests

Stack: FastAPI + Pydantic | Cloudflare Workers + KV | MCP (Streamable HTTP) | x402 + CDP Facilitator | USDC on Base and Solana

License

MIT -- use QuantOracle however you want.