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Add Quant Data (Market Data & Data Sources) (#527)

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* Add Quant Data (Market Data & Data Sources)

* Move Quant Data to Commercial & Proprietary Services; state exact free-tier limits

Per review: the plugin repo is a thin client for the hosted service, so the
entry belongs under Commercial & Proprietary Services. The access claim is
corrected — 10 calls/day requires a free API key delivered by email;
unauthenticated access is 1 first-look call per source per day; the max pain
and GEX web pages are the permanently free part; sustained use is paid.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

---------

Co-authored-by: Celine Yu <celineyu@Celines-M4-4.local>
Co-authored-by: Claude Fable 5 <noreply@anthropic.com>
Co-authored-by: Wilson Freitas <wilson.freitas@gmail.com>
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Celine Yu
2026-08-21 07:46:21 -03:00
committed by GitHub
co-authored by Claude Fable 5 Celine Yu Wilson Freitas
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@@ -741,6 +741,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [NeuPortal](https://neuportal.ai) - AI forecasting-accountability lab: every forecast is locked pre-event, Bitcoin-timestamped (OpenTimestamps), and Brier-scored against prediction markets in public.
- [AlphaAssay](https://alphaassay.com) - `REST` - Independent statistical assay office for trading signals and backtests: deflated Sharpe with cumulative trial accounting, probability of backtest overfitting (PBO/CPCV), leakage forensics, placebo tests against matched synthetic null worlds, and pre-registration with Merkle-anchored timestamps — deterministic, Ed25519-signed verdicts anyone can replay. Free demo; hosted API and MCP server. Methodology audit, not investment advice. [GitHub](https://github.com/alphaassay/mcp)
- [Market Posture Daily](https://marketpd.com) - Daily trend, regime, momentum and relative-strength data for ~90 crypto assets and US stocks/ETFs, with a cointegration pair screener. Free terminal + JSON API.
- [Quant Data](https://quantdata.uk/mcp) - `Data` - Hosted service with measured market statistics over REST and a remote MCP server: five-class day-type probabilities for the session in progress, Weis volume-wave events with pre-registered win rates on 16 years of ES 5-minute data, options max pain from open interest alone, and estimated dealer gamma (GEX). Every published number traces to a stated measurement, failures included. The max pain and GEX web pages are permanently free with no key or signup; the API allows 1 unauthenticated first-look call per source per day, and 10 calls per day with a free API key delivered by email. Sustained or unattended use requires a paid monthly subscription. [GitHub](https://github.com/celineycn/quantdata-plugin)
- [Honest Backtest](https://whop.com/honest-backtest) - Independent manual code audits of trading bots and their backtests: catches unmodeled commission/slippage, signal-vs-fill price drift, and other gaps between backtested and live results.
- [StreamXLS](https://streamxls.com) - Commercial Excel RTD server for the Interactive Brokers TWS API, streaming market data, account values, positions, and orders into Excel formulas on Windows.
- [AtlasYield](https://atlasyield.club) - Independent rating and allocation layer for on-chain yield: scores every DeFi vault 0-100 across 16 factors, with a public read-only scores API. [GitHub](https://github.com/gveshk/atlasyield-score-history)