quantoracle

name: quantoracle description: 63 deterministic quantitative finance calculators + 10 composite workflows via MCP. Options pricing, Greeks, exotic derivatives, risk metrics, portfolio optimization, Monte Carlo, statistics, crypto/DeFi, FX/macro, TVM, strategy backtesting, rebalance planning, options strategy selection, hedging. 1,000 free calls/IP/day; paid composites $0.04-$0.10 USDC via x402 on Base or Solana. version: 2.4.2 metadata: openclaw: requires: bins: - node # The package itself does not require any credentials. The free tier # (1,000 calls/IP/day) covers all 73 calculator endpoints with no signup # or API key. The 10 composite endpoints are paid-only via x402; the # package returns a 402 error when a composite is called without an # x402-capable wallet, so no surprise charges or implicit signin. credentials: none # Optional: if the host environment provides an x402-capable wallet # (e.g. AgentKit's CDP wallet), paid endpoints will settle automatically. # Without this capability, paid endpoints return 402 cleanly. capabilities: - x402_wallet # optional, only needed for paid composites payments: protocol: x402 networks: - eip155:8453 # Base mainnet - solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp # Solana mainnet free_tier: limit_per_ip_per_day: 1000 endpoints: calculator-tier (63 endpoints, $0.002-$0.015 each if paid) paid_tier: endpoints: composite-only (10 endpoints, $0.04-$0.10 each) currency: USDC spending_model: per-call (no subscription, no auto-renewal) default_behavior: returns 402 if no wallet wired; never spends without explicit wallet capability emoji: "\U0001F4CA" homepage: https://github.com/QuantOracledev/quantoracle

63 deterministic quant calculators + 10 composite workflows for AI agents. Every tool accepts JSON and returns JSON. Same inputs always produce same outputs. Paid via x402 micropayments in USDC on Base or Solana.

Browser-friendly calculators: the same math engine is exposed at quantoracle.dev as 12 free interactive calculators (Black-Scholes, Monte Carlo, Kelly, VaR, crypto liquidation, impermanent loss, CAGR, etc.). Useful for spot-checking the API's outputs without writing code.

Install

npx quantoracle-mcp

Or connect directly via MCP:

https://mcp.quantoracle.dev/mcp

Tools

Options Pricing: Black-Scholes pricing with 10 Greeks (delta, gamma, theta, vega, rho, vanna, charm, volga, speed, color), implied volatility solver, multi-leg strategy builder, payoff diagrams.

Exotic Derivatives: Binomial tree, barrier options, lookback options, Asian options, volatility surface, option chain analysis, put-call parity.

Risk Metrics: Portfolio risk (Sharpe, Sortino, max drawdown, VaR, CVaR), Kelly criterion, position sizing, correlation analysis, stress testing, parametric VaR, transaction cost modeling.

Portfolio Optimization: Mean-variance (max Sharpe, min variance, target return), risk parity weights.

Monte Carlo Simulation: Geometric Brownian Motion with configurable paths, steps, and confidence intervals.

Statistics: Linear/polynomial regression, cointegration, Hurst exponent, GARCH forecasting, distribution fitting, correlation matrix, realized volatility, probabilistic Sharpe ratio, z-scores, normal distribution.

Technical Indicators: RSI, MACD, Bollinger Bands, ATR, Fibonacci retracement, crossover detection, regime detection.

Crypto/DeFi: Impermanent loss (v2/v3), liquidation price, funding rate analysis, DEX slippage, APY/APR conversion, vesting schedules, rebalance thresholds.

FX: Interest rate parity, purchasing power parity, forward rates, carry trade analysis.

Macro: Taylor Rule, Fisher equation, inflation-adjusted returns, real yield.

Time Value of Money: Present value, future value, NPV, IRR, CAGR.

Composite Workflows (paid-only, bundles multiple calculators):

backtest/strategy ($0.10) — SMA crossover, RSI mean reversion, momentum, Bollinger breakout backtests
options/spread-scan ($0.05) — Rank vertical spreads by risk/reward
portfolio/rebalance-plan ($0.05) — Trade list + cost estimate to hit target weights
options/strategy-optimizer ($0.08) — Best options strategies given outlook + vol view
hedging/recommend ($0.04) — Cheapest effective hedge for a position
risk/full-analysis ($0.04) — Complete risk tearsheet (Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR)
portfolio/health ($0.04) — Risk + correlation + rebalance + stress test
trade/evaluate ($0.025) — Sizing + R/R + Kelly + costs + regime + signals
pairs/signal ($0.025) — Cointegration + Hurst + z-score + hedge ratio signal
indicators/regime-classify ($0.015) — Trend + vol regime + direction + strategy suggestion

Pricing

1,000 free calls per day per IP. After that, pay-per-call via x402. Payments accepted in USDC on Base (eip155:8453) or USDC on Solana (solana:5eykt4...) — every 402 advertises both.

$0.002 — Simple formulas (z-score, APY convert, TVM)
$0.005 — Medium computation (Black-Scholes, Kelly, indicators)
$0.008 — Complex computation (exotic derivatives, regression, GARCH)
$0.015 — Heavy optimization (Monte Carlo, portfolio optimize, vol surface)
$0.015–$0.10 — Composite workflows (paid-only, no free tier)

Usage

Ask the agent to use QuantOracle tools for any quantitative finance calculation. Examples:

"Price a call option on AAPL at strike $200, spot $195, 30 days to expiry, 25% vol"
"Calculate the optimal Kelly fraction for a strategy with 55% win rate, 1.2:1 reward-to-risk"
"Run a Monte Carlo simulation of a $100 stock with 20% vol over 1 year"
"What's the implied volatility if this option is trading at $5.50?"
"Calculate impermanent loss for an ETH/USDC v3 position between $2000-$4000"