Quant Finance AI Tools for Claude

Quantitative finance AI tools for Claude — portfolio VaR, Monte Carlo simulation, factor models, options Greeks, yield curve analysis, and algorithmic trading strategies. SKILL.md templates for quant analysts, risk managers, and derivatives desks.

6 SKILL.md templates · 26 MCP tools · Free
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SKILL.md Templates

6
Fixed Income Analytics Desk Implied Volatility Surface Builder Multi-Factor Risk Decomposer Options Greeks Calculator Portfolio Optimizer (Mean-Variance & Black-Litterman) Strategy Backtesting Engine

MCP Tools

26
Portfolio Variance-Covariance Value-at-Risk (VaR) Engine calculate_portfolio_var Black-Scholes & Local Volatility Options Pricer options_greeks Fixed Income Yield Curve Fitter (Nelson-Siegel) yield_curve_fit Multi-Factor Risk Model Builder (Barra Framework) multi_factor_risk_model Machine Learning Regime-Switching Market Classifier regime_switching_classifier Extreme Value Theory (EVT) Tail Risk Profiler evt_tail_risk Options Volatility Skew Trading Engine options_volatility_skew High-Frequency Order Routing Latency Arbitrage Monitor execution_tca Fixed Income Mortgage Prepayment Speed Modeler (CPR) mbs_prepayment_model Credit Default Swap (CDS) Copula Pricing Engine credit_default_model Systematic Trend-Following Strategy Backtester backtest_ma_crossover Order Book Imbalance (OBI) High-Frequency Signal Evaluator order_book_imbalance Macro Portfolio Risk Factor Attribution Agent attribute_risk_factors Fixed Income Convexity & Duration Stress Engine fixed_income_duration_convexity Algorithmic Execution Spoofing & Manipulation Detector order_book_imbalance Systematic Volatility Harvesting Strategy Modeler options_volatility_skew Corporate Credit Spread Gap Risk Engine credit_default_model Statistical Arbitrage Pair Identifier correlation_matrix Optimal Execution Implementation Shortfall Analyzer execution_tca Corporate Credit Structural Default Predictor (Merton Model) credit_default_model Optimal Portfolio Mean-Variance Rebalancer correlation_matrix Algorithmic Alpha Signal Explorer momentum_screener Volatility Surface Arbitrage Scanner volatility_surface_arbitrage Execution Slippage & Transaction Cost Estimator (TCA) execution_tca Commodity Storage Arbitrage & Calendar Spreads Modeler commodity_calendar_spreads Multi-Asset Cross-Sectional Momentum Screener momentum_screener

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