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Add Backtesting Arena to Market Data & Data Sources (#473)

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Co-authored-by: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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@@ -499,6 +499,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [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)
- [Backtesting Arena](https://tradingstrategies.work/api) - `TypeScript` - REST + MCP API for point-in-time Bitcoin cycle scoring, 22 on-chain series since 2009 (MVRV, NUPL, SOPR, Mayer, Puell), macro-regime composites and look-ahead-aware backtest validation with Deflated-Sharpe-Ratio correction across crypto, stocks, ETFs, commodities and forex. Free tier. [GitHub](https://github.com/Schoasch/skill-backtesting-arena)
## Prediction Markets