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quantoracle

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Bu listing icin henuz AI raporu yok.

SUMMARY

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

README.md

QuantOracle

The quantitative computation API for autonomous financial agents

63 deterministic, citation-verified calculators + 10 composite workflows. 1,000 free calls/day. Pay-per-call on Base or Solana.

npm Smithery ClawHub Glama CLI x402 MIT License

Calculators  |  CLI  |  MCP Server  |  x402 Payments  |  Free Tier  |  All Endpoints  |  Integrations

Try it without writing code

12 free interactive calculators backed by the same API are live at quantoracle.dev — no signup, no API key:

Why QuantOracle?

Every financial agent needs math. QuantOracle is that math.

  • 63 pure calculators across options, derivatives, risk, portfolio, statistics, crypto/DeFi, FX/macro, and TVM
  • 10 composite workflows that bundle 5-15 calculator calls (backtest strategies, rebalance planning, options strategy selection, hedging recommendations, full risk analysis, pairs signals, and more)
  • Zero dependencies on market data, accounts, or third-party APIs -- send numbers in, get numbers out
  • Deterministic -- same inputs always produce the same outputs, so agents can cache, verify, and chain calls
  • Citation-verified -- every formula tested against published textbook values (Hull, Wilmott, Bailey & Lopez de Prado)
  • 120 accuracy benchmarks passing with analytical solutions
  • Fast -- sub-millisecond to 70ms compute time per call
  • Free tier -- 1,000 calls/IP/day, no API key, no signup, zero friction

QuantOracle is designed to be called repeatedly. An agent running a backtest might call 10+ endpoints per iteration. That's the model -- be the calculator agents reach for every time they need quant math.

Why not just let the LLM do the math?

QuantOracle LLM in-context math
Accuracy Exact (analytical formulas) 70-85% on complex math
Determinism Same input = same output, always Different every run
Speed <1ms per calculation 2-10s per generation
Cost $0.002-0.015 per call $0.01-0.10 per generation
Auditability Cacheable, reproducible, testable Non-reproducible
10-Greek BS pricing 1 API call, $0.005 ~500 tokens, frequently wrong on gamma/vanna

📓 LangChain cookbook

Build a 25-line LangChain agent that answers concrete quant questions — "I'm long $100k of NVDA at $185, how should I hedge?" — with deterministic, reproducible math:

Open in Colab integrations/langchain/cookbook/quantoracle_risk_analyst.ipynb

QuantOracle × LangChain hedging composite

Runs in 30 seconds, ~$0.001 in OpenAI tokens, free for QuantOracle's individual calculators. The hedging-recommend composite shown above is $0.04 in USDC via x402.

Add QuantOracle to Your Agent

Drop this into your agent's system prompt:

You have access to QuantOracle -- 63 deterministic financial calculators + 10 composite workflows at https://api.quantoracle.dev.
Use QuantOracle for ALL financial math instead of computing in-context. It is faster, cheaper, and exact.
Send POST requests with JSON. No API key needed (1,000 free calls/day).

Key endpoints:
- /v1/options/price -- Black-Scholes + 10 Greeks
- /v1/risk/portfolio -- 22 risk metrics from a returns series
- /v1/risk/kelly -- Kelly Criterion position sizing
- /v1/indicators/technical -- 13 indicators (RSI, MACD, Bollinger, etc.)
- /v1/simulate/montecarlo -- Monte Carlo simulation (up to 5,000 paths)
- /v1/stats/hurst-exponent -- Mean-reversion detection
- /v1/fixed-income/bond -- Bond pricing + duration + convexity

Paid-only composites (recommended for common agent workflows):
- /v1/backtest/strategy -- Run SMA/RSI/momentum/Bollinger backtest (Sharpe, drawdown, trades)
- /v1/portfolio/rebalance-plan -- Generate trades to hit target weights with cost estimate
- /v1/options/strategy-optimizer -- Rank options strategies given outlook + vol view
- /v1/hedging/recommend -- Cheapest effective hedge for a position
- /v1/risk/full-analysis, /v1/trade/evaluate, /v1/portfolio/health, /v1/pairs/signal, /v1/options/spread-scan, /v1/indicators/regime-classify

Full endpoint list: https://api.quantoracle.dev/tools
OpenAPI spec: https://api.quantoracle.dev/openapi.json
x402 discovery: https://api.quantoracle.dev/.well-known/x402 (advertises Base and Solana USDC)

Discovery URLs (for agent frameworks and crawlers)

Format URL
OpenAPI spec https://api.quantoracle.dev/openapi.json
Tool listing https://api.quantoracle.dev/tools
MCP endpoint npx quantoracle-mcp
AI Plugin https://api.quantoracle.dev/.well-known/ai-plugin.json
Server card https://mcp.quantoracle.dev/.well-known/mcp/server-card.json
Swagger docs https://api.quantoracle.dev/docs

Quick Start

# Call any endpoint -- no setup required
curl -X POST https://api.quantoracle.dev/v1/options/price \
  -H "Content-Type: application/json" \
  -d '{"S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"}'

{
  "price": 4.5817,
  "intrinsic": 0,
  "time_value": 4.5817,
  "breakeven": 109.5817,
  "prob_itm": 0.4056,
  "greeks": {
    "delta": 0.4612,
    "gamma": 0.0281,
    "theta": -0.0211,
    "vega": 0.2808,
    "rho": 0.2077,
    "vanna": 0.0047,
    "charm": -0.0006,
    "volga": 0.0327,
    "speed": -0.0001
  },
  "d1": -0.0975,
  "d2": -0.2389,
  "ms": 12.4
}

Python

import requests

# Black-Scholes pricing
r = requests.post("https://api.quantoracle.dev/v1/options/price", json={
    "S": 100, "K": 105, "T": 0.5, "r": 0.05, "sigma": 0.2, "type": "call"
})
print(r.json()["price"])  # 4.5817

# Portfolio risk metrics (22 metrics from a returns series)
r = requests.post("https://api.quantoracle.dev/v1/risk/portfolio", json={
    "returns": [0.01, -0.005, 0.008, -0.003, 0.012, -0.001, 0.006, -0.009, 0.004, 0.002]
})
print(r.json()["risk"]["sharpe"])  # Annualized Sharpe

# Kelly Criterion
r = requests.post("https://api.quantoracle.dev/v1/risk/kelly", json={
    "mode": "discrete", "win_rate": 0.55, "avg_win": 1.5, "avg_loss": 1.0
})
print(r.json()["half_kelly"])  # Recommended bet fraction

# Monte Carlo simulation
r = requests.post("https://api.quantoracle.dev/v1/simulate/montecarlo", json={
    "initial_value": 100000, "annual_return": 0.08, "annual_vol": 0.15, "years": 10, "simulations": 1000
})
print(r.json()["terminal"]["median"])  # Median portfolio value at year 10

TypeScript

const res = await fetch("https://api.quantoracle.dev/v1/options/price", {
  method: "POST",
  headers: { "Content-Type": "application/json" },
  body: JSON.stringify({ S: 100, K: 105, T: 0.5, r: 0.05, sigma: 0.2, type: "call" })
});
const { price, greeks } = await res.json();
const { delta, gamma, vega } = greeks;

CLI

All 63 calculators + 10 composites in your terminal. Zero dependencies.

npm install -g quantoracle-cli

Or run without installing:

npx quantoracle-cli bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25

  QuantOracle · Black-Scholes (call)
  ────────────────────────────────────
  Price           $8.02
  Intrinsic       $0.00
  Time Value      $8.02
  Breakeven      $198.02
  Prob ITM        43.0%

  Greeks
  ────────────────────────────────────
  Delta            0.4797
  Gamma            0.0172
  Theta           -0.0615/day
  Vega             0.3685
  ────────────────────────────────────
  ⏱ 0.05ms · api.quantoracle.dev

# Kelly criterion
qo kelly --win-rate 0.55 --avg-win 120 --avg-loss 100

# Monte Carlo
qo mc --value 80000 --return 0.10 --vol 0.18 --years 2

# JSON output for scripting
qo bs --spot 185 --strike 190 --expiry 0.25 --vol 0.25 --json | jq '.greeks.delta'

# Data from file
qo risk portfolio --returns @returns.txt

# All commands
qo help

Free Tier

1,000 free calls per IP per day. No signup. No API key. Just call the API.

Free Paid (x402)
Calls 1,000/day Unlimited
Auth None x402 micropayment header
Calculators All 63 All 63
Composite workflows None (paid-only) All 10
Rate headers Yes Yes

Every response includes rate limit headers so agents can self-manage:

X-RateLimit-Limit: 1000
X-RateLimit-Remaining: 847
X-RateLimit-Reset: 2025-01-15T00:00:00Z

Check usage anytime:

curl https://api.quantoracle.dev/usage

After 1,000 calls, the API returns 402 Payment Required with an x402 payment header. Any x402-compatible agent automatically pays and continues:

HTTP/1.1 402 Payment Required
PAYMENT-REQUIRED: <base64-encoded payment instructions>
Tier Price Endpoints
Simple $0.002 Z-score, APY/APR, Fibonacci, Bollinger, ATR, Taylor rule, inflation, real yield, PV, FV, NPV, CAGR, normal distribution, Sharpe ratio, liquidation price, put-call parity
Medium $0.005 Black-Scholes, implied vol, Kelly, position sizing, drawdown, regime, crossover, bond amortization, carry trade, IRP, PPP, funding rate, slippage, vesting, rebalance, IRR, realized vol, PSR, transaction cost
Complex $0.008 Portfolio risk, binomial tree, barrier/Asian/lookback options, credit spread, VaR, stress test, regression, cointegration, Hurst, distribution fit, risk parity
Heavy $0.015 Monte Carlo, GARCH, portfolio optimization, option chain analysis, vol surface, yield curve, correlation matrix
Composite $0.015-0.10 Backtest strategy, spread scan, rebalance plan, options strategy optimizer, hedging recommend, full risk analysis, trade evaluate, portfolio health, pairs signal, regime classify (paid-only, no free tier)

Batch Endpoint

Run up to 100 computations in a single HTTP request. One round trip instead of 100.

curl -X POST https://api.quantoracle.dev/v1/batch \
  -H "Content-Type: application/json" \
  -d '{
    "requests": [
      {"endpoint": "options/price", "params": {"S": 100, "K": 105, "T": 0.25, "r": 0.05, "sigma": 0.2}},
      {"endpoint": "stats/zscore", "params": {"series": [10, 12, 14, 11, 13, 15]}},
      {"endpoint": "tvm/cagr", "params": {"start_value": 100, "end_value": 150, "years": 3}}
    ]
  }'

Returns all results in one response with the total price:

{
  "batch_size": 3,
  "total_price_usdc": 0.009,
  "results": [
    {"endpoint": "options/price", "status": 200, "data": {"price": 2.4779, "greeks": {"delta": 0.377, "..."}}},
    {"endpoint": "stats/zscore", "status": 200, "data": {"mean": 12.5, "std_dev": 1.87, "..."}},
    {"endpoint": "tvm/cagr", "status": 200, "data": {"cagr": 0.1447, "doubling_time_years": 5.13, "..."}}
  ],
  "ms": 42.13
}
Free Paid
Batch calls 1 trial (ever) Unlimited
Max per batch 100 100
Price Free Sum of individual endpoint prices

Batch pricing is the sum of the individual endpoint prices — no markup. You pay for the computations, the speed is free.

x402 Payments

QuantOracle uses the x402 protocol for pay-per-call micropayments. When an agent exhausts its free tier (or calls a paid-only composite), the API returns a standard 402 response with payment instructions advertising both Base and Solana. x402-compatible agents (Coinbase AgentKit, AgentCash, OpenClaw, etc.) handle the rest automatically:

  1. Agent calls endpoint, gets 402 with PAYMENT-REQUIRED header listing accepted networks
  2. Agent signs a gasless USDC transfer authorization on Base (EIP-3009) or Solana
  3. Agent resends request with PAYMENT-SIGNATURE header
  4. Server verifies via CDP facilitator, serves the response, settles on-chain

No API keys. No subscriptions. No accounts. Just math and micropayments.

Supported Networks

Network Asset Gas Best for
Base mainnet (eip155:8453) USDC (0x8335...) ~$0.005/tx EVM agents, Coinbase tooling, LangChain, Base ecosystem
Solana mainnet (solana:5eykt4...) USDC (EPjFWdd5...) ~$0.0002/tx (CDP fee-payer) Solana Agent Kit, Eliza, high-frequency bots
  • Settlement: Via Coinbase Developer Platform facilitator (api.cdp.coinbase.com/platform/v2/x402)
  • Base wallet: 0xC94f5F33ae446a50Ce31157db81253BfddFE2af6
  • Solana wallet: 9biztrXscReJ3Wi8EfkD2gL3WXzYUmzTEohD26Bxp39u
  • Discovery: https://api.quantoracle.dev/.well-known/x402 (returns both chains for every endpoint)

Test it with AgentCash

npx agentcash@latest onboard
# Fund the Base or Solana wallet shown, then:
npx agentcash fetch https://api.quantoracle.dev/v1/risk/full-analysis \
  -m POST --payment-network solana \
  --body '{"returns":[0.01,-0.02,0.03,0.005,-0.01,0.02,-0.015,0.025,0.01,-0.005,0.015]}'

MCP Server

QuantOracle is available as a native MCP server with 73 tools (63 calculators + 10 composites). Works with Claude Desktop, Cursor, Windsurf, Smithery, and any MCP-compatible client.

Install via npm

npx quantoracle-mcp

Claude Desktop / Claude Code

Add as a connector in Settings, or add to claude_desktop_config.json:

{
  "mcpServers": {
    "quantoracle": {
      "url": "https://mcp.quantoracle.dev/mcp"
    }
  }
}

Or run locally via npx:

{
  "mcpServers": {
    "quantoracle": {
      "command": "npx",
      "args": ["-y", "quantoracle-mcp"]
    }
  }
}

Remote MCP (Streamable HTTP)

Connect directly to the hosted server — no install required:

https://mcp.quantoracle.dev/mcp

Smithery

npx @smithery/cli mcp add https://server.smithery.ai/QuantOracle/quantoracle

OpenClaw / ClawHub

clawhub install quantoracle

Integrations

QuantOracle is available across multiple agent ecosystems:

Platform How to connect
Claude Desktop / Claude Code Connector URL: https://mcp.quantoracle.dev/mcp
Cursor / Windsurf MCP config: npx quantoracle-mcp
Smithery npx @smithery/cli mcp add QuantOracle/quantoracle
OpenClaw / ClawHub clawhub install quantoracle
CLI npm install -g quantoracle-cli or npx quantoracle-cli
Glama glama.ai/mcp/servers/QuantOracledev/quantoracle
npm (MCP) npx quantoracle-mcp
x402 ecosystem x402.org/ecosystem
ChatGPT GPT QuantOracle GPT
LangChain pip install langchain-quantoracle
AgentCash npx agentcash fetch https://api.quantoracle.dev/v1/...
x402scan Server page — Base + Solana
REST API https://api.quantoracle.dev/v1/...
OpenAPI spec https://api.quantoracle.dev/openapi.json
Swagger UI https://api.quantoracle.dev/docs

Tool Discovery

# List all tools (63 calculators + 10 composites) with paths and pricing
curl https://api.quantoracle.dev/tools

# x402 discovery (advertises Base + Solana for every endpoint)
curl https://api.quantoracle.dev/.well-known/x402

# Health check
curl https://api.quantoracle.dev/health

# Usage check
curl https://api.quantoracle.dev/usage

# MCP server card
curl https://mcp.quantoracle.dev/.well-known/mcp/server-card.json

Full Endpoint Reference

Options (4 endpoints)

Endpoint Description Price
POST /v1/options/price Black-Scholes pricing with 10 Greeks (delta through color) $0.005
POST /v1/options/implied-vol Newton-Raphson implied volatility solver $0.005
POST /v1/options/strategy Multi-leg options strategy P&L, breakevens, max profit/loss $0.008
POST /v1/options/payoff-diagram Multi-leg options payoff diagram data generation $0.005

Derivatives (7 endpoints)

Endpoint Description Price
POST /v1/derivatives/binomial-tree CRR binomial tree pricing for American and European options $0.008
POST /v1/derivatives/barrier-option Barrier option pricing using analytical formulas $0.008
POST /v1/derivatives/asian-option Asian option pricing: geometric closed-form or arithmetic approximation $0.008
POST /v1/derivatives/lookback-option Lookback option pricing (floating/fixed strike, Goldman-Sosin-Gatto) $0.008
POST /v1/derivatives/option-chain-analysis Option chain analytics: skew, max pain, put-call ratios $0.015
POST /v1/derivatives/put-call-parity Put-call parity check and arbitrage detection $0.002
POST /v1/derivatives/volatility-surface Build implied volatility surface from market data $0.015

Risk (8 endpoints)

Endpoint Description Price
POST /v1/risk/portfolio 22 risk metrics: Sharpe, Sortino, Calmar, Omega, VaR, CVaR, drawdown $0.008
POST /v1/risk/kelly Kelly Criterion: discrete (win/loss) or continuous (returns series) $0.005
POST /v1/risk/position-size Fixed fractional position sizing with risk/reward targets $0.005
POST /v1/risk/drawdown Drawdown decomposition with underwater curve $0.005
POST /v1/risk/correlation N x N correlation and covariance matrices from return series $0.008
POST /v1/risk/var-parametric Parametric Value-at-Risk and Conditional VaR $0.008
POST /v1/risk/stress-test Portfolio stress test across multiple scenarios $0.008
POST /v1/risk/transaction-cost Transaction cost model: commission + spread + Almgren market impact $0.005

Indicators (6 endpoints)

Endpoint Description Price
POST /v1/indicators/technical 13 technical indicators (SMA, EMA, RSI, MACD, etc.) + composite signals $0.005
POST /v1/indicators/regime Trend + volatility regime + composite risk classification $0.005
POST /v1/indicators/crossover Golden/death cross detection with signal history $0.005
POST /v1/indicators/bollinger-bands Bollinger Bands with %B, bandwidth, and squeeze detection $0.002
POST /v1/indicators/fibonacci-retracement Fibonacci retracement and extension levels $0.002
POST /v1/indicators/atr Average True Range with normalized ATR and volatility regime $0.002

Statistics (12 endpoints)

Endpoint Description Price
POST /v1/stats/linear-regression OLS linear regression with R-squared, t-stats, standard errors $0.008
POST /v1/stats/polynomial-regression Polynomial regression of degree n with goodness-of-fit metrics $0.008
POST /v1/stats/cointegration Engle-Granger cointegration test with hedge ratio and half-life $0.008
POST /v1/stats/hurst-exponent Hurst exponent via rescaled range (R/S) analysis $0.008
POST /v1/stats/garch-forecast GARCH(1,1) volatility forecast using maximum likelihood estimation $0.015
POST /v1/stats/zscore Rolling and static z-scores with extreme value detection $0.002
POST /v1/stats/distribution-fit Fit data to common distributions and rank by goodness of fit $0.008
POST /v1/stats/correlation-matrix Correlation and covariance matrices with eigenvalue decomposition $0.015
POST /v1/stats/realized-volatility Realized vol: close-to-close, Parkinson, Garman-Klass, Yang-Zhang $0.005
POST /v1/stats/normal-distribution Normal distribution: CDF, PDF, quantile, confidence intervals $0.002
POST /v1/stats/sharpe-ratio Standalone Sharpe ratio with Lo (2002) standard error and 95% CI $0.002
POST /v1/stats/probabilistic-sharpe Probabilistic Sharpe Ratio (Bailey & Lopez de Prado 2012) $0.005

Portfolio (2 endpoints)

Endpoint Description Price
POST /v1/portfolio/optimize Portfolio optimization: max Sharpe, min vol, or risk parity $0.015
POST /v1/portfolio/risk-parity-weights Equal risk contribution portfolio weights (Spinu 2013) $0.008

Fixed Income (4 endpoints)

Endpoint Description Price
POST /v1/fixed-income/bond Bond price, Macaulay/modified duration, convexity, DV01 $0.008
POST /v1/fixed-income/amortization Full amortization schedule with extra payment savings analysis $0.005
POST /v1/fi/yield-curve-interpolate Yield curve interpolation: linear, cubic spline, Nelson-Siegel $0.015
POST /v1/fi/credit-spread Credit spread and Z-spread from bond price vs risk-free curve $0.008

Crypto / DeFi (7 endpoints)

Endpoint Description Price
POST /v1/crypto/impermanent-loss Impermanent loss calculator for Uniswap v2/v3 AMM positions $0.005
POST /v1/crypto/apy-apr-convert Convert between APY and APR with configurable compounding $0.002
POST /v1/crypto/liquidation-price Liquidation price calculator for leveraged positions $0.002
POST /v1/crypto/funding-rate Funding rate analysis with annualization and regime detection $0.005
POST /v1/crypto/dex-slippage DEX slippage estimator for constant-product AMM (x*y=k) $0.005
POST /v1/crypto/vesting-schedule Token vesting schedule with cliff, linear/graded unlock, TGE $0.005
POST /v1/crypto/rebalance-threshold Portfolio rebalance analyzer: drift detection and trade sizing $0.005

FX / Macro (7 endpoints)

Endpoint Description Price
POST /v1/fx/interest-rate-parity Interest rate parity calculator with arbitrage detection $0.005
POST /v1/fx/purchasing-power-parity Purchasing power parity fair value estimation $0.005
POST /v1/fx/forward-rate Bootstrap forward rates from a spot yield curve $0.005
POST /v1/fx/carry-trade Currency carry trade P&L decomposition $0.005
POST /v1/macro/inflation-adjusted Nominal to real returns using Fisher equation $0.002
POST /v1/macro/taylor-rule Taylor Rule interest rate prescription $0.002
POST /v1/macro/real-yield Real yield and breakeven inflation from nominal yields $0.002

Time Value of Money (5 endpoints)

Endpoint Description Price
POST /v1/tvm/present-value Present value of a future lump sum and/or annuity stream $0.002
POST /v1/tvm/future-value Future value of a present lump sum and/or annuity stream $0.002
POST /v1/tvm/irr Internal rate of return via Newton-Raphson $0.005
POST /v1/tvm/npv Net present value with profitability index and payback period $0.002
POST /v1/tvm/cagr Compound annual growth rate with forward projections $0.002

Simulation (1 endpoint)

Endpoint Description Price
POST /v1/simulate/montecarlo GBM Monte Carlo with contributions/withdrawals, up to 5000 paths $0.015

Composite Endpoints (paid-only)

Higher-level endpoints that combine multiple calculations into a single call. Same math as the individual endpoints -- just packaged for common agent workflows. No free tier.

Endpoint Description Replaces Price
POST /v1/backtest/strategy Run SMA crossover, RSI mean reversion, momentum, or Bollinger breakout backtest 10+ indicator + risk calls $0.10
POST /v1/options/spread-scan Scan and rank vertical spreads by risk/reward 8-16 options/price calls $0.05
POST /v1/portfolio/rebalance-plan Generate trade list to hit target weights with cost estimate portfolio/optimize + transaction-cost $0.05
POST /v1/options/strategy-optimizer Rank top options strategies given outlook + volatility view options/strategy + payoff-diagram $0.08
POST /v1/hedging/recommend Rank cheapest effective hedges (protective put, collar, futures, partial) options/price + Greeks $0.04
POST /v1/risk/full-analysis Complete risk tearsheet: Sharpe, Sortino, VaR, Kelly, drawdown, Hurst, CAGR 7 individual calls $0.04
POST /v1/portfolio/health Portfolio health check: risk, correlation, rebalance, stress test 6 individual calls $0.04
POST /v1/trade/evaluate Trade evaluation: sizing, risk/reward, Kelly, costs, regime, signals, verdict 5 individual calls $0.025
POST /v1/pairs/signal Pairs trading signal: cointegration, Hurst, z-score, half-life, hedge ratio 4 individual calls $0.025
POST /v1/indicators/regime-classify Trend, vol regime, RSI, direction, strategy suggestion technical + regime + realized-vol $0.015

Example: Agent Backtest Workflow

A typical agent backtest chains multiple QuantOracle calls per iteration:

1. /v1/indicators/technical    -- generate signals (SMA, RSI, MACD)
2. /v1/risk/position-size      -- size the trade (fixed fractional)
3. /v1/risk/transaction-cost   -- estimate execution costs
4. /v1/options/price            -- price the hedge (Black-Scholes)
5. /v1/risk/portfolio           -- compute running Sharpe, drawdown, VaR
6. /v1/stats/probabilistic-sharpe -- is the Sharpe statistically significant?
7. /v1/tvm/cagr                 -- compute CAGR of the equity curve

Each call is a pure calculator -- no state, no side effects, no API keys.

Strategy Optimizer (1,200+ calls)

examples/strategy_optimizer.py is a full walk-forward parameter optimizer that demonstrates heavy API usage:

Phase What it does API calls
Parameter Sweep Test 180 lookback/rebalance/RSI combinations across 8 assets ~1,080
Deep Analysis 22 risk metrics + VaR + Kelly + Monte Carlo on top 3 configs ~60-80
Options Overlay Price covered calls across 6 assets x 4 expiries x 5 strikes ~100-150
Pairs Analysis Cointegration scan + Hurst exponent on 45 asset pairs ~50-70 
pip install requests
python examples/strategy_optimizer.py

A single run makes ~1,200-1,500 API calls. At paid rates that's ~$6-8 USDC. The same calculations done by an LLM in-context would cost $12-60 in tokens (Sonnet to Opus), take 4x longer, and get 15-30% of the complex math wrong.

Self-Hosting

# Clone and run locally
git clone https://github.com/QuantOracledev/quantoracle.git
cd quantoracle
pip install fastapi uvicorn
uvicorn api.quantoracle:app --host 0.0.0.0 --port 8000

# Docker
docker compose up -d

# Docs at http://localhost:8000/docs

Accuracy

Every endpoint is tested against published analytical solutions:

  • 120 citation-backed benchmarks (Hull, Wilmott, Bailey & Lopez de Prado, Goldman-Sosin-Gatto, Taylor, Fisher, Markowitz)
  • 65+ integration tests covering all 63 calculators
  • Pure Python math -- no numpy/scipy, zero native dependencies
  • Deterministic: same inputs always produce the same outputs

Run the verification suite yourself:

python tests/accuracy_benchmarks.py https://api.quantoracle.dev

Architecture

quantoracle/
  api/quantoracle.py        -- FastAPI app, 63 calculators + 10 composites, pure Python math
  worker/src/index.ts        -- Cloudflare Worker: rate limiting + x402 payments (Base + Solana)
  mcp-server/src/index.ts    -- MCP server: 73 tools over Streamable HTTP
  cli/                       -- quantoracle-cli: all endpoints in the terminal (npm)
  tests/
    test_integration.py      -- 65 integration tests (all endpoints, live API)
    accuracy_benchmarks.py   -- 120 citation-backed accuracy tests

Stack: FastAPI + Pydantic | Cloudflare Workers + KV | MCP (Streamable HTTP) | x402 + CDP Facilitator | USDC on Base and Solana

License

MIT -- use QuantOracle however you want.

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