Empyrical MCP Knowledge Base

Example Use Cases

• 1

  Calculate quantitative financial metrics like Sharpe ratio and maximum drawdown via API.

• 2

  Integrate portfolio risk and performance analysis into AI workflows or applications.

• 3

  A local, open-source MCP service to access Empyrical's financial indicator computations.

Description

This MCP server offers a high-performance FastAPI-based service that enables AI assistants and applications to compute a wide range of quantitative financial metrics using the Empyrical library. It supports key portfolio and risk metrics such as Sharpe ratio, maximum drawdown, alpha & beta, and value at risk, accessible via JSON-RPC API. The service is easy to integrate, supports local deployment, and includes example data and configuration instructions for Cursor IDE integration.