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Quant Finance Portfolio Risk ● Live

Extreme Value Theory (EVT) Tail Risk Profiler

3697 views 940 installs

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

👤 Chief Risk Officers
📡 Historical return distributions
✓ Open source ⚡ MCP 1.x compatible 🔌 Portfolio Risk

Connect in 30 seconds

Paste into Claude Desktop or any MCP client config file:

{
  "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. Claude will open your config file and add the server.

I want to install the ClaudeFinLab 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 AI client.

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MCP Server

P

Portfolio Risk

9 tools

Tool function

evt_tail_risk

SSE endpoint

https://claudefinancelab.com/portfolio/sse

Suggest an Improvement

Found a bug or have an idea?