MCP For Claude Marketplace
Efficient Frontier Calculator

Efficient Frontier Calculator MCP Connector for Claude

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Calculate optimal asset weights and performance metrics along the efficient frontier.

3 tools Official Updated Jun 28, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides specialized tools for Modern Portfolio Theory (MPT) calculations. Use calculate_minimum_variance to find the portfolio with the lowest possible volatility, calculate_tangency_portfolio to identify the maximum Sharpe ratio portfolio, and generate_frontier_samples to trace the efficient frontier curve. It is designed for small portfolios of up to five assets.

portfoliomptfinanceefficient-frontieroptimization

3 tools expose this connector's capabilities to your AI agent.

generate_frontier_samples

Generate points along the efficient frontier

calculate_minimum_variance

Calculate the minimum variance portfolio

calculate_tangency_portfolio

Calculate the tangency portfolio (max Sharpe ratio)

See how to talk to your AI agent using Efficient Frontier Calculator.

Find the minimum variance portfolio for 2 assets with returns of 5% and 10%, volatilities of 15% and 20%, and a correlation of 0.2.

The minimum variance portfolio has an allocation of 68.4% to Asset 1 and 31.6% to Asset 2, with an expected return of 6.5% and a volatility of 12.8%.

What is the optimal portfolio (Max Sharpe) if the risk-free rate is 2%?

The tangency portfolio achieves a Sharpe ratio of 0.45, with weights distributed to maximize excess return relative to risk.

Generate the frontier points for my portfolio.

I have generated 10 points along the efficient frontier, showing the progression of risk and return from the minimum variance point to the tangency portfolio.

The calculator supports portfolios with a maximum of five assets.

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