From 1003c824193ca474d5c5491fbfc1997969669d76 Mon Sep 17 00:00:00 2001 From: Celine Yu <121282671+celineycn@users.noreply.github.com> Date: Fri, 21 Aug 2026 18:46:21 +0800 Subject: [PATCH] Add Quant Data (Market Data & Data Sources) (#527) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit * 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 --------- Co-authored-by: Celine Yu Co-authored-by: Claude Fable 5 Co-authored-by: Wilson Freitas --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 534c370..05eb03d 100644 --- a/README.md +++ b/README.md @@ -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)