MCP serverio.github.Tristan-tech-ai/quiver-risk-brain

Options-implied expected move around a scheduled event (FOMC/CPI/earnings/etc.). Given spot, ATM implied vol, and days-to-event, returns the 1σ move, the straddle-implied expected

Deterministic execution-quality / fair-fill verification. Given a completed swap (amountIn, amountOutRealized) plus either the pre-trade pool reserves+fee (constant-product) or a f

Forward-looking liquidity-provision risk. Given a realized price ratio (for impermanent loss) and/or a volatility + horizon (for expected divergence / LVR), returns the closed-form

Portfolio greeks (delta/gamma/vega/theta/vanna/volga) + SPAN-style scenario margin for an options book on Black-76. Given a list of legs {type, strike, expiryDays, iv, quantity(sig

Deterministic perpetual-futures risk. Given a position (entry, size, margin/leverage, maint-margin/maxLeverage), returns the exact liquidation price, the % adverse move to liquidat

Cross-venue portfolio risk. Given positions across venues [{venue, asset|symbol, side, size, entryPrice, margin|leverage, maxLeverage|marginTiers}] — OR just account: a Hyperliquid

Batch the content-hashes from many Quiver proof envelopes into ONE Merkle root plus per-item inclusion proofs, so a single on-chain anchor (your wallet's tx) attests all of them at

Deterministic position sizing (fractional Kelly) + risk-of-ruin. Given an edge — discrete {winProb, winLossRatio} or continuous {expectedReturn, volatility} — and a bankroll, retur

Stablecoin / on-chain treasury risk. Given a book of positions [{asset, amountUsd, apyPct, venue, chain, pegTarget, depegProbAnnual}], returns concentration (Herfindahl by asset/ve