Connects Claude to 73 deterministic financial calculators spanning options pricing, risk metrics, portfolio math, and technical indicators. Instead of asking an LLM to compute Black-Scholes or Kelly Criterion in-context (slow, error-prone, non-reproducible), you POST JSON to endpoints like `/v1/options/price` or `/v1/risk/portfolio` and get exact analytical results in under 70ms. The free tier gives you 1,000 calls per day with no API key. Ten composite workflows bundle multiple calculations for common agent tasks like backtesting strategies, generating rebalancing trades, or recommending hedges. All formulas are citation-verified against Hull and Wilmott. Reach for this when your agent needs to size a position, price a derivative, or run a Monte Carlo sim without hallucinating the Greeks.
claude mcp add --transport stdio quantoracledev-quantoracle uvx quantoracle