Remove dead links and repoint relocated ones in README (#548)

Every URL in the README was checked twice with independent instruments and
with live/dead controls on each pass. Entries are removed only when every
link on the line returns 404/410 or the domain is parked; when a live
replacement exists on the same line, or the vendor/host designates one, the
link is repointed instead.

Co-authored-by: Wilson Freitas <wilson.freitas@gmail.com>

README.md

@@ -163,7 +163,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [OnlineTechnicalIndicators.jl](https://github.com/femtotrader/OnlineTechnicalIndicators.jl) - `Julia` - Julia Technical Analysis Indicators via online algorithms.
 - [ta4j](https://github.com/ta4j/ta4j) - `Java` - A Java library for technical analysis.
 - [IndicatorTS](https://github.com/cinar/indicatorts) - `JavaScript` - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
-- [chart-patterns](https://github.com/focus1691/chart-patterns) - `JavaScript` - Technical analysis library for Market Profile, Volume Profile, Stacked Imbalances and High Volume Node indicators.
 - [orderflow](https://github.com/focus1691/orderflow) - `JavaScript` - Orderflow trade aggregator for building Footprint Candles from exchange websocket data.
 - [IndicatorGo](https://github.com/cinar/indicator) - `Golang` - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
 - [TradeAggregation](https://github.com/MathisWellmann/trade_aggregation-rs) - `Rust` - Aggregate trades into user-defined candles using information driven rules.
@@ -245,7 +244,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [bulbea](https://github.com/achillesrasquinha/bulbea) - `Python` - Deep Learning based Python Library for Stock Market Prediction and Modelling.
 - [ib_nope](https://github.com/ajhpark/ib_nope) - `Python` - Automated trading system for NOPE strategy over IBKR TWS.
 - [OctoBot](https://github.com/Drakkar-Software/OctoBot) - `Python` - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.
-- [OpenFinClaw](https://github.com/cryptoSUN2049/openFinclaw) - `Python` `Rust` - AI-native hedge fund platform: natural language strategy generation, Rust backtesting engine, multi-market execution, and self-evolving strategy pipeline with community leaderboard.
 - [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - `Python` - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.
 - [AutoTrader](https://github.com/kieran-mackle/AutoTrader) - `Python` - A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading.
 - [fast-trade](https://github.com/jrmeier/fast-trade) - `Python` - A library built with backtest portability and performance in mind for backtest trading strategies.
@@ -306,7 +304,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [TDAmeritrade.DotNetCore](https://github.com/NVentimiglia/TDAmeritrade.DotNetCore) - `CSharp` - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.
 - [Barter](https://github.com/barter-rs/barter-rs) - `Rust` - Open-source Rust framework for building event-driven live-trading & backtesting systems.
 - [LFEST](https://github.com/MathisWellmann/lfest-rs) - `Rust` - Simulated perpetual futures exchange to trade your strategy against.
-- [OpenFinClaw](https://github.com/cryptoSUN2049/openFinclaw) - `Python` `Rust` - AI-native one-person hedge fund platform with Rust trading engine. Natural language → strategy → backtest → execution in 60s. Multi-market (US/HK/CN/Crypto), self-evolving strategy pipeline. Built on OpenClaw (68K+ stars).
 - [Sextant](https://github.com/raphaub-hub/SEXTANT) - `Python` - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.
 
 - [TradeClaw](https://github.com/naimkatiman/tradeclaw) - `Node.js` `TypeScript` - Open-source self-hosted AI trading signal platform. Generates buy/sell signals using RSI, MACD, EMA, Bollinger Bands for forex, crypto and commodities. Deployable via Docker Compose. ([Demo](https://tradeclaw.win/dashboard))
@@ -347,7 +344,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - `Python` - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
 - [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - `Python` - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
 - [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - `Python` - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
-- [curistat](https://github.com/moxiespirit/MyClone/tree/main/volatility_platform) - `Python` - Futures volatility forecasting platform for ES/NQ. Proprietary CVN rating (1-10), regime detection (CRC composite), 8 directional signals, economic event impact analytics. Includes MCP server for AI agent integration.
 - [Prop Trader Compass](https://otto-ships.github.io/prop-trader-compass/) - `Python` - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.
 - [riskkit](https://github.com/HasibVortex369/riskkit) - `Python` - Framework-agnostic risk-management toolkit for systematic trading — position sizing, drawdown control, a composable stop engine, correlation limits, and portfolio exposure caps, with adapters for backtesting.py, freqtrade, and vectorbt.
 - [portfolio](https://github.com/dgerlanc/portfolio) - `R` - Analysing equity portfolios.
@@ -429,7 +425,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [financekit-mcp](https://github.com/vdalhambra/financekit-mcp) - `Python` - MCP server (Model Context Protocol) exposing 17 tools for AI agents to perform quantitative analysis: real-time stock quotes, full technical analysis (RSI, MACD, Bollinger, ADX, Stochastic, ATR, OBV + pattern detection with structured verdicts), crypto prices via CoinGecko, risk metrics (VaR, Sharpe, Sortino, Beta, Max Drawdown), correlation matrix, options chains, earnings calendar, sector rotation, and portfolio analysis. Works with Claude Desktop, Cursor, Windsurf. No API keys for core tools. FastMCP 3.2.
 - [dexpaprika-sdk-python](https://github.com/coinpaprika/dexpaprika-sdk-python) - `Python` - Free DEX data API client. 36 blockchains, 36M+ pools, 33M+ tokens, real-time SSE streaming, OHLCV. No API key needed.
 - [pricehub](https://github.com/eslazarev/pricehub) - `Python` - Unified package for collecting OHLC prices from Binance, Bybit, Coinbase, OKX, Kraken, KuCoin, and Bitget (spot & futures) into a DataFrame, with flexible timestamp inputs and a wide range of intervals.
-- [Helium MCP](https://heliumtrades.com/mcp-page/) - `Python` - Live stock/ETF/crypto data with AI-generated bull/bear cases and price forecasts, proprietary ML options pricing with probability ITM and fair value, and news bias scoring across 5,000+ sources. Available as MCP server or API. Free tier: 50 queries, no signup. [GitHub](https://github.com/connerlambden/helium-mcp)
+- [Helium MCP](https://heliumtrades.com/mcp-page/) - `Python` - Live stock/ETF/crypto data with AI-generated bull/bear cases and price forecasts, proprietary ML options pricing with probability ITM and fair value, and news bias scoring across 5,000+ sources. Available as MCP server or API. Free tier: 50 queries, no signup.
 - [findatapy](https://github.com/cuemacro/findatapy) - `Python` - Python library to download market data via Bloomberg, Quandl, Yahoo etc.
 - [googlefinance](https://github.com/hongtaocai/googlefinance) - `Python` - Python module to get real-time stock data from Google Finance API.
 - [Horus Flow](https://github.com/horustechltd/horus-flow-mcp) - `Python` - Sub-second L2 orderflow intelligence MCP server for institutional-grade market microstructure analysis.
@@ -443,12 +439,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [ystockquote](https://github.com/cgoldberg/ystockquote) - `Python` - Retrieve stock quote data from Yahoo Finance.
 - [jugaad-data](https://github.com/jugaad-py/jugaad-data) - `Python` - Download historical and live stock data from NSE (National Stock Exchange of India), BSE, and RBI.
 - [nsetools](https://github.com/vsjha18/nsetools) - `Python` - Python library for extracting real-time data from National Stock Exchange (India).
-- [bsedata](https://github.com/sdrdis/bsedata) - `Python` - Python library for extracting real-time data from Bombay Stock Exchange (India).
-- [nse-insights-api](https://github.com/pratik-choudhari/nse-insights) - `Python` - Unofficial NSE India API for stock quotes, indices, historical data and more.
 - [wallstreet](https://github.com/mcdallas/wallstreet) - `Python` - Real time stock and option data.
 - [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - `Python` - General Purpose Stock Extractors from Online Resources.
 - [Stockex](https://github.com/cttn/Stockex) - `Python` - Python wrapper for Yahoo! Finance API.
-- [SwapAPI](https://swapapi.dev) - `Python` - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required. [GitHub](https://github.com/swap-api/swap-api)
+- [SwapAPI](https://github.com/swap-api/swap-api) - `Python` - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required.
 - [finsymbols](https://github.com/skillachie/finsymbols) - `Python` - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
 - [FRB](https://github.com/avelkoski/FRB) - `Python` - Python Client for FRED® API.
 - [inquisitor](https://github.com/econdb/inquisitor) - `Python` - Python Interface to Econdb.com API.
@@ -471,7 +465,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [coinmarketcap](https://github.com/barnumbirr/coinmarketcap) - `Python` - Python API for coinmarketcap.
 - [coinpulse](https://github.com/soutone/coinpulse-python) - `Python` - Python SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available.
 - [after-hours](https://github.com/datawrestler/after-hours) - `Python` - Obtain pre market and after hours stock prices for a given symbol.
-- [bronto-python](https://pypi.org/project/bronto-python/) - `Python` - Bronto API Integration for Python. [GitHub](https://github.com/Scotts-Marketplace/bronto-python)
+- [bronto-python](https://pypi.org/project/bronto-python/) - `Python` - Bronto API Integration for Python.
 - [pytdx](https://github.com/rainx/pytdx) - `Python` - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.
 - [pdblp](https://github.com/matthewgilbert/pdblp) - `Python` - A simple interface to integrate pandas and the Bloomberg Open API.
 - [BloombergFetch](https://github.com/ArturSepp/BloombergFetch) - `Python` - Bloomberg Desktop API data (prices, implied volatilities, fundamentals) as pandas DataFrames via blpapi.
@@ -509,15 +503,15 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [datamule-python](https://github.com/john-friedman/datamule-python) - `Python` - A package to work with SEC data. Incorporates datamule endpoints.
 - [fsynth](https://github.com/welcra/fsynth) - `Python` - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.
 - [fedfred](https://nikhilxsunder.github.io/fedfred/) - `Python` - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.
-- [edgar-sec](https://nikhilxsunder.github.io/edgar-sec/) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs.
+- [edgar-sec](https://edgar-sec-dev-team.github.io/edgar-sec/) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs.
 - [edgartools](https://github.com/dgunning/edgartools) - `Python` - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.
 - [filingrail-mcp](https://pypi.org/project/filingrail-mcp/) - `Python` `MCP` - MCP server and Python SDK for a SEC EDGAR REST API covering XBRL fundamentals, Form 4 insider trades, 8-K events, 13F holdings and filings, where every record carries the source sec.gov filing URL it came from. [GitHub](https://github.com/adamhudson777/filingrail-mcp)
 - [disclosure-alpha](https://github.com/alwank/disclosure-alpha) - `Python` - Deterministic SEC filing analytics for 10-K/10-Q: section extraction, tone and boilerplate metrics, year-over-year diff, and reproducible disclosure risk scores. CLI, Python SDK, HTTP panel screener, and MCP — no LLM required.
 - [Tradevo Data](https://github.com/christianpichichero-max/pit-fundamentals) - `Python` - Point-in-time US equity fundamentals from SEC EDGAR that stamp each figure with the date it first became public and flag later restatements, so fundamental backtests avoid lookahead bias; free CC0 sample of 40 large-caps, with a paid JSON API. [Website](https://tradevodata.com)
 - [FilingFirehose](https://filingfirehose.com) - `Python` - SEC EDGAR JSON API + free Forensic risk-scoring tool: body-text-classified 8-Ks flagging buried events (~7.3% of Item 8.01 filings), Schedule 13D/G with 21+ activist filers auto-tagged, S-3/424B5 ATM offering detection. Free Forensic risk score 0-100 per ticker grounded in cited SEC filings ([leaderboard](https://filingfirehose.com/forensic/leaderboard)). Open-source classifier at [buried-events-parser](https://github.com/jaablon/buried-events-parser). Also exposed as MCP server, ChatGPT GPT, and GitHub Action.
 - [FXMacroData](https://fxmacrodata.com/) - `Python` - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements. [GitHub](https://github.com/fxmacrodata/fxmacrodata)
-- [uk-sic-codes](https://github.com/borschai/uk-sic-codes) - `Python` - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections. [PyPI](https://pypi.org/project/uk-sic-codes/)
-- [uk-company-number](https://github.com/borschai/uk-company-number) - `Python` - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes. [PyPI](https://pypi.org/project/uk-company-number/)
+- [uk-sic-codes](https://pypi.org/project/uk-sic-codes/) - `Python` - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections.
+- [uk-company-number](https://pypi.org/project/uk-company-number/) - `Python` - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes.
 - [veroq-python](https://github.com/Veroq-api/veroq-python) - `Python` - Financial intelligence API with verified market data, trading signals, sentiment analysis, and fact-checking across 1,061+ tickers. [PyPI](https://pypi.org/project/veroq/)
 - [lse-data](https://github.com/londonstrategicedge/lse-data) - `Python` - Live ticks over WebSocket plus historical ticks and candles for stocks, FX, crypto, commodities, indices, ETFs and futures, with options chains and greeks, economics series and government bond yields, across 118,000+ datasets. US stocks from 2003, FX from 2009, options from 2014, economics back to 1900. Free, no subscription tiers. [PyPI](https://pypi.org/project/lse-data/)
 - [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - `R` - Provides native R access to Interactive Brokers Trader Workstation API.
@@ -536,7 +530,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [OnlineResamplers.jl](https://github.com/femtotrader/OnlineResamplers.jl) - `Julia` - High-performance Julia package for real-time resampling of financial market data.
 - [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - `JavaScript` - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
 - [PreReason](https://github.com/PreReason/mcp) - `JavaScript` - Pre-analyzed Bitcoin and macro market briefings for AI agents. 17 contexts with trend signals, confidence scores, and regime classification via REST API and MCP.
-- [marketstore](https://github.com/alpacahq/marketstore) - `Golang` - DataFrame Server for Financial Timeseries Data.
 - [fin-stream](https://github.com/Mattbusel/fin-stream) - `Rust` - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.
 - [finalytics](https://github.com/Nnamdi-sys/finalytics) - `Rust` - A rust library for financial data analysis.
 - [Factor Weave](https://factorweave.com/) - `Python` `TypeScript` `R` - Factor scores, similarity search, and leak-free + survivor-free forward-return labels across equities, ETFs, indices, FX, crypto, and futures; REST + MCP, Python/TypeScript/R SDKs, free tier. [GitHub](https://github.com/Blazing-Customs/factorweave-tools)
@@ -549,6 +542,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 
 - [pmxt](https://github.com/pmxt-dev/pmxt) - `Python` `JavaScript` - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.
 - [polymarket-whales](https://github.com/al1enjesus/polymarket-whales) - `Python` - Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book.
+- [Polymarket Scanner API](https://github.com/vesper-astrena/polymarket-scanner-api) - `Python` - Real-time arbitrage detection API for Polymarket prediction markets, scanning 12,000+ markets for mispricings.
 - [SimpleFunctions](https://github.com/spfunctions/simplefunctions-cli) - `JavaScript` - Prediction market intelligence CLI for Kalshi and Polymarket. Causal thesis models, edge detection, 24/7 orderbook monitoring, what-if scenarios, and trade execution. MCP server for AI agent integration.
 - [PolyMind](https://polyminds.netlify.app/) - `Python` - Real-time Polymarket trading alerts with multi-AI analysis (Groq, Claude, Gemini). Track whale bets, volume spikes, coordinated wallets, and 12 signal types. Free tier available. [GitHub](https://github.com/samirasadov28-code/PolyMind)
 - [prediction-market-maker](https://github.com/octavi42/prediction-market-maker) - `Python` - Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis.
@@ -666,11 +660,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim.
 - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher.
 - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
-- [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
 - [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.
 - [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)).
 - [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
-- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
+- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/abs/1601.00991) using qstrader.
 - [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
 - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures.
 - [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
@@ -704,10 +697,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API.
 - [RTPR](https://rtpr.io) - Real-time press release API delivering news from Business Wire, PR Newswire, and GlobeNewswire with sub-500ms latency. REST and WebSocket APIs for financial applications. Python and Node.js SDKs available.
 - [Nasdaq Data Link](https://data.nasdaq.com/tools/full-list) - Financial data API with support for R, Python, Excel, Ruby, and many other languages (formerly Quandl).
-- [Parsec](https://parsecfinance.com) - Prediction market API with Python SDK for normalized data and execution across 5 prediction market exchanges. Free tier: 10K requests/month.
 - [Portfolio Optimizer](https://portfoliooptimizer.io/) - Portfolio Optimizer is a Web API for portfolio analysis and optimization.
 - [Reddit WallstreetBets API](https://tradestie.com/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API.
-- [System R](https://agents.systemr.ai) - AI-native risk intelligence API for trading agents. Position sizing, risk validation, and system health in one call.
+- [System R](https://systemr.ai/) - AI-native risk intelligence API for trading agents. Position sizing, risk validation, and system health in one call.
 - [Telonex](https://telonex.io) - Tick-level prediction market data (trades, quotes, orderbooks, on-chain fills) via REST API and Python SDK.
 - [ValueRay](https://www.valueray.com/api) - Technical, quantitative and sentiment data for stocks and ETFs with risk metrics, peer percentiles and market regime signals. Optimized for AI/LLM agents.
 - [VertData](https://vertdata.com) - Institutional-grade financial intelligence platform. Track 43K+ congressional trades (STOCK Act), SEC insider Form 4 filings, 25 superinvestor 13F portfolios, CFTC futures positioning, ARK ETF holdings, and short interest — all scored by AI for signal strength.
@@ -716,7 +708,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [ML-Quant](https://www.ml-quant.com/) - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.
 - [RealMarketAPI](https://realmarketapi.com/) - Provides ultra-low latency market data for gold, forex, crypto, and stocks via REST, WebSocket, and MCP—built for speed, reliability, and scale.
 - [Probalytics](https://probalytics.io) - Prediction market data infrastructure for Polymarket and Kalshi, with REST API, ClickHouse SQL access, 200–500M orderbook snapshots/day at 1ms resolution, and Parquet bulk exports.
-- [The Stock Radar](https://thestockradar.com) - Daily multi-language stock movers, technical analysis, earnings recaps, and weekly research reports across 6 markets (US, Korea, Japan, Taiwan, India, Germany) published in 6 languages.
 - [Sharpe](https://www.sharpe.ai/) - AI-driven crypto trading intelligence terminal for derivatives positioning, DEX flow, on-chain risk, narrative rotation, token discovery, and agent-ready market data.
 - [Webb Database](https://webb-database.com/) - Aggregates public financial data from HKEX, the SFC, the Hong Law Society, UK Companies House and other sources, has searchable datasets on listed companies, many in machine-readable formats.
 - [GitDealFlow](https://gitdealflow.com) - Alternative-data signal platform ranking early-stage private companies by GitHub stars-per-day, hiring velocity, and package-registry adoption. Free weekly signal report, Chrome extension overlay on Crunchbase/AngelList, and MCP server on npm for LLM agent access.