# Quantoracle

> 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.

- Skill: `lord1egypt/quantoracle` (Agent Skill)
- Install (CLI): `npx skillmds@latest add lord1egypt/quantoracle`
- Raw SKILL.md: https://api.skillmd.com/api/skills/lord1egypt/quantoracle/raw
- Safety review: pending (external: skill-scanner PASS, skillspector PASS)
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: AI & ML
- Author: Lord1Egypt (https://skillmd.com/u/lord1egypt)
- Updated: 2026-09-08
- Page: https://skillmd.com/skills/lord1egypt/quantoracle

---


# 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](https://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

```bash
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"