Extreme Value Theory (EVT) Tail Risk Profiler

Applies Generalized Pareto Distributions to historical portfolio returns to model structural financial crisis tail impacts.

Quant Finance MCP Tool · Portfolio Risk 968 installs Open source · Free Eval-verified

Chief Risk Officers · Historical return distributions

Updated Jun 2026

MCP Config — Paste into Claude Desktop

Server: Portfolio Risk · Function: evt_tail_risk · 9 total tools · SSE endpoint ↗

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}

SSE Endpoint ↗

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation.

I want to install the ClaudeFinanceLab MCP server for "Extreme Value Theory (EVT) Tail Risk Profiler".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible client.

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Extreme Value Theory (EVT) Tail Risk Profiler