Use AI to price derivatives
Connect Quantra to your AI agent and use natural language and images for your quantitative calculations and analysis.
Quantra has an MCP server. Add it to your AI agent (Claude, Cursor, Claude Code or any MCP client), paste a screenshot of a trade and of its curve, and ask for the price. The agent builds the curve, prices the trade on the Quantra engine, compares the result with the number on your screen, and when asked how a figure was computed it answers from the engine's source code, file and line, with a link. Every number comes from the engine. The agent never invents market data: if a curve is missing it asks for it and stops.
- How to set it up, with the project instructions to paste: Use Quantra from your AI agent
- The session in the video, as a shared chat: claude.ai/share/b41f8f2a
- The server: mcp.quantra.io, source at github.com/joseprupi/quantra-mcp
- The engine it prices on: github.com/joseprupi/quantraserver, API reference at quantra.io/docs/api
- The app and the live demo: quantra.io and app.quantra.io
The public server runs on the demo machine, without authentication and rate limited. It is for trying things out, not for production use.