quantoracle

A collection of fixed-formula calculators for finance, including option prices, investment risk, portfolios, statistics, currencies and crypto. It can be used by AI agents through an MCP connection, a standard way for tools to exchange data.

In plain words
What is it for?
Use it to price options, calculate Greeks and risk measures, test strategies, run simulations, compare portfolios, plan rebalancing and analyse crypto, foreign-exchange or macroeconomic scenarios.
Why use it?
It gives repeatable numeric results for calculations where an AI might otherwise make arithmetic mistakes or produce slightly different answers each time.

Skill for Claude CodeCodex

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add skills/quantoracledev/quantoracle/mcp-server
Any agent
npx skills add QuantOracledev/quantoracle --skill mcp-server
Clone the repo
git clone --depth 1 https://github.com/QuantOracledev/quantoracle

Made for: Claude Code, Codex.

Per session 92 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,527 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00092 $0.01527
Opus 5 $0.00046 $0.00763
Sonnet 5 $0.00018 $0.00305
Haiku 4.5 $0.00009 $0.00153

Measured 2d ago against content hash 07440c3b5afb, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

quantoracle scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 2d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (src/index.ts), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

mcp-server/SKILL.md · 111 lines

How it starts

The opening of the file, as written. The whole thing — 111 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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.

Read the full file on GitHub · 111 lines

Files

What ships with it

9 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 2d ago First seen · 111 lines · 92 tokens per session scan A 07440c3b5afb

Subscribe to this mod's changes

quantoracle is a skill published in the GitHub repository QuantOracledev/quantoracle (11 stars, last pushed 14d ago), licensed MIT. It adds 92 tokens to every session and 1,527 once invoked, about $0.0005 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.