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.

Try it without writing code

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

Black-Scholes Option Pricing — call/put price + full Greeks
American Option (Binomial Tree) — early exercise + dividends
Options Profit Calculator — multi-leg payoff diagrams
Implied Volatility — Newton-Raphson IV solver
Monte Carlo Simulation — portfolio + retirement scenarios
Kelly Criterion — full / half / quarter-Kelly sizing
Position Size — fixed-fractional risk
Value at Risk (VaR) — parametric VaR + CVaR
Sharpe Ratio — with 95% confidence interval
CAGR — compound annual growth rate + projections
Crypto Liquidation Price — long/short, any leverage
Impermanent Loss — Uniswap v2 + v3

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 for the 73 calculators + composites -- no market data, accounts, or third-party APIs; send numbers in, get numbers out
QuantOracle Live (new) -- a separate paid tier that brings the data: fresh crypto volatility (/v1/live/volatility) and perp funding rates (/v1/live/funding-rates). We fetch the live market data and run the math, so your agent doesn't have to. 100 free calls/IP/day, then pay-per-call via x402.
Deterministic -- the calculators always produce the same outputs for the same inputs, 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:

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:

hljs language-bash

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

hljs language-bash

# 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"}'

hljs language-json

{
  "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

hljs language-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

hljs language-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.

hljs language-bash

npm install -g quantoracle-cli

Or run without installing:

hljs language-bash

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

hljs language-bash

  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

hljs language-bash

# 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
Live data tier	100 calls/day	Pay-per-call
Rate headers	Yes	Yes

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

hljs language-yaml

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

Check usage anytime:

hljs language-bash

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:

hljs language-javascript

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.

hljs language-bash

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:

hljs language-json

{
  "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.

QuantOracle Live — fresh market data + compute

Every endpoint above is pure math on inputs you supply — the 73 calculators have zero data dependencies, which is what makes them deterministic and cacheable. QuantOracle Live is the one tier that brings the data: you pass a ticker, the API fetches fresh market data and runs the math, so your agent never has to source or maintain a data feed.

Endpoint	Description	Price
`POST /v1/live/volatility`	Realized volatility (7d/30d/90d) + regime for a crypto asset, from fresh daily candles	$0.01
`POST /v1/live/funding-rates`	Current perpetual funding rate + annualized carry for a crypto asset	$0.005

hljs language-bash

curl -X POST https://api.quantoracle.dev/v1/live/volatility \
  -H "Content-Type: application/json" \
  -d '{"asset":"BTC"}'

# → {"asset":"BTC","spot":61728.7,"realized_vol_7d":0.4534,
#    "realized_vol_30d":0.3108,"realized_vol_90d":0.3157,"regime":"NORMAL",
#    "as_of_age_seconds":0,"stale":false,"source":"kraken", ...}

Pricing: the Live tier is paid from the first call — it is not part of the 1,000/day calculator free tier (the value is the fresh data + pipeline, which you can't replicate with a local library). You get 100 free calls per IP per day to evaluate, then it settles per-call via x402 (USDC on Base or Solana). You pay for freshness, not arithmetic.

Results are cached server-side (volatility ~5 min, funding ~1 min); if an upstream feed is briefly unavailable, the API serves the last good value flagged stale: true, with as_of_age_seconds telling you how fresh the answer is.

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:

Agent calls endpoint, gets 402 with PAYMENT-REQUIRED header listing accepted networks
Agent signs a gasless USDC transfer authorization on Base (EIP-3009) or Solana
Agent resends request with PAYMENT-SIGNATURE header
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

hljs language-bash

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 75 tools (63 calculators + 10 composites + 2 live market-data endpoints), plus a batch tool. Works with Claude Desktop, Cursor, Windsurf, Smithery, and any MCP-compatible client.

Install via npm

hljs language-bash

npx quantoracle-mcp

Claude Desktop / Claude Code

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

hljs language-json

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

Or run locally via npx:

hljs language-json

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

Remote MCP (Streamable HTTP)

Connect directly to the hosted server — no install required:

hljs language-arduino

https://mcp.quantoracle.dev/mcp

Smithery

hljs language-bash

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

OpenClaw / ClawHub

hljs language-bash

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

hljs language-bash

# 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

Live Data (2 endpoints) — paid tier, fresh market data

Endpoint	Description	Price
`POST /v1/live/volatility`	Live realized volatility (7d/30d/90d) + regime for a crypto asset	$0.01
`POST /v1/live/funding-rates`	Live perpetual funding rate + annualized carry for a crypto asset	$0.005

Paid from the first call (not part of the free tier); 100 free calls/IP/day. See QuantOracle Live.

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:

hljs language-bash

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

hljs language-bash

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

hljs language-bash

# 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:

hljs language-bash

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

Architecture

hljs language-lua

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: 75 tools + batch 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.

quantoracle

QuantOracle

Try it without writing code

Why QuantOracle?

Why not just let the LLM do the math?

📓 LangChain cookbook

Add QuantOracle to Your Agent

Discovery URLs (for agent frameworks and crawlers)

Quick Start

Python

TypeScript

CLI

Free Tier

Batch Endpoint

QuantOracle Live — fresh market data + compute

x402 Payments

Supported Networks

Test it with AgentCash

MCP Server

Install via npm

Claude Desktop / Claude Code

Remote MCP (Streamable HTTP)

Smithery

OpenClaw / ClawHub

Integrations

Tool Discovery

Full Endpoint Reference

Options (4 endpoints)

Derivatives (7 endpoints)

Risk (8 endpoints)

Indicators (6 endpoints)

Statistics (12 endpoints)

Portfolio (2 endpoints)

Fixed Income (4 endpoints)

Crypto / DeFi (7 endpoints)

Live Data (2 endpoints) — paid tier, fresh market data

FX / Macro (7 endpoints)

Time Value of Money (5 endpoints)

Simulation (1 endpoint)

Composite Endpoints (paid-only)

Example: Agent Backtest Workflow

Strategy Optimizer (1,200+ calls)

Self-Hosting

Accuracy

Architecture

License

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