{
  "reportVersion": 1,
  "generatedBy": "mcpdoctor",
  "scannedAt": "2026-10-11T03:35:47.924Z",
  "server": {
    "registryName": "dev.quantrisk/mcp-server",
    "title": "QuantRisk",
    "description": "Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.",
    "registryVersion": "1.0.2"
  },
  "endpoint": "https://quantrisk-mcp.quantrisk.workers.dev/mcp",
  "trust": {
    "finalStatus": "PASS",
    "protocolVersion": "2025-03-26",
    "serverInfo": {
      "name": "quantrisk",
      "version": "1.0.0"
    },
    "toolCount": 10,
    "findings": [
      {
        "code": "STATIC_SCHEMA_CHECKS_PASSED",
        "severity": "INFO",
        "message": "10 tools passed deterministic schema checks"
      }
    ]
  },
  "verify": "npx @eidonze/mcpdoctor schema https://quantrisk-mcp.quantrisk.workers.dev/mcp"
}