14 free + cheap data sources Β· live

The data hedge funds pay $50k+/year for. Free, here, explained.

Each card below is an independent data integration that runs on its own AWS Lambda, writes to S3 every interval, and is monitored by the platform's health system. Combined, they multiply the signal of any single source. Numbers tap to the underlying full-detail pages where available.

Sources Tracked14Tier S + A + 3 complete
Updates / dayβ€”aggregate
Data pointsβ€”in current window
Signal statusβ€”as of now

Why aggregating these matters

Most analysts sit on one data source and trust their gut to weight signals. The real alpha is when independent sources converge: insider clusters at companies showing positive 8-K material events, AAII showing extreme bearishness when GDELT shows negative narrative saturation, OECD CLI ticking up while JOLTS layoffs decline. The combination is worth 10Γ— any single source because each filters out the others' false positives.

This page shows you the latest reading from each source. The justhodl-asymmetric-scorer Lambda will be wired to read these next β€” turning the aggregate into a single conviction score per ticker.

Narrative & Sentiment

What the world is talking about

Two angles on the same question β€” what's the market mood right now? GDELT reads a billion news articles a day; AAII surveys retail investors. They diverge often. When they agree at extremes, the signal is strong.

GDELT 2.0 Β· 30 min
Global news sentiment
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Loading global news pulse from 1B+ articles/day across the world's media…
β€”JSON β†’
AAII Survey Β· weekly
Retail bull/bear sentiment
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Weekly poll of US retail investors. Strongest contrarian signal at extremes.
β€”JSON β†’
Smart Money

Where insiders + institutions are positioned

Form 4 = corporate officers buying their own stock with personal cash. 13F = positions of the largest funds (Berkshire, Bridgewater, Citadel, etc.). When a single insider buy shows up in 13F too, that's stacked conviction.

SEC Form 4 Β· 30 min
Insider cluster buys
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Tracking open-market purchases β‰₯$25k by corporate officers and directors. Cluster = 3+ insiders / 14d.
β€”Full β†’
SEC 13F-HR Β· daily
Institutional positions
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Tracking 18 major funds for new quarterly position filings β€” Berkshire, Bridgewater, Citadel, Pershing, Soros, Burry, more.
β€”JSON β†’
Material Events

What's happening at companies right now

8-Ks disclose acquisitions, leadership changes, accounting issues, restructurings within 4 business days of the event. 10-Ks/Qs are the formal financial statements. Watching for restatements (10-K/A) is the cleanest restatement-risk signal.

SEC 8-K Β· 30 min
Material event filings
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Item 4.02 (non-reliance) is the killer red flag. Item 5.02 (officer departure) is the ambiguous one. Item 2.02 = preliminary earnings.
β€”JSON β†’
SEC 10-K/Q Β· 4 hours
Annual + quarterly filings
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Tracking new 10-K, 10-Q + amendments. Amended filings (10-K/A, 10-Q/A) often signal restatements ahead.
β€”JSON β†’
Macro Pulse

Where the cycle is turning

Three independent leading indicators of the business cycle: OECD CLI looks at 38 economies' composite of leading data, JOLTS reads US labor at the job-posting level, and the NY Fed dealer survey captures expectations from the 24 banks moving the most flow.

OECD CLI Β· weekly
Leading indicators 38 economies
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>100 = expansion. <100 = slowdown. Inflection points historically precede recessions/recoveries by 6-9 months.
β€”JSON β†’
JOLTS + Claims Β· daily
Labor market leading edge
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Quits rate = worker confidence. Openings/unemployed = labor tightness. 4-week claims MA = real-time recession signal.
β€”JSON β†’
NY Fed Dealers Β· weekly
Primary dealer expectations
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The 24 banks NY Fed trades with surveyed pre-FOMC. Their consensus = closest thing to "informed market expectations."
β€”JSON β†’
Market Microstructure

On-chain, dealer gamma, redundant pricing

The plumbing layer. On-chain ratios reveal accumulation/distribution at extreme MVRV levels. Dealer gamma exposure (GEX) determines whether vol gets crushed or amplified intraday. Redundant prices ensure no Lambda goes blind when FMP rate-limits.

CoinMetrics + mempool Β· 6h
BTC + ETH on-chain ratios
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Glassnode-equivalent metrics from free public APIs. MVRV >2 = overheated. MVRV <1 = accumulation zone.
β€”JSON β†’
Polygon Β· 30 min
SPY dealer gamma (GEX)
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Long gamma = dealers dampen vol. Short gamma = dealers amplify moves. Below zero-gamma strike is the danger zone.
β€”JSON β†’
Stooq + Yahoo Β· 15 min
Free price redundancy
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23 core tickers including indices, mega-cap, commodities, BTC/ETH, FX, vol, yields. Failover when premium feeds rate-limit.
β€”JSON β†’
Liquidity & Volatility Regime

Where the money is flowing, where vol is pricing

Three regime indicators that tend to lead risk-asset performance: net Fed liquidity (WALCL minus TGA minus RRP), BTC/ETH exchange flow regime (accumulation vs distribution), and the shape of the VIX futures curve (contango vs backwardation).

FRED Β· daily
Net Fed liquidity (WALCL βˆ’ TGA βˆ’ RRP)
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When net liquidity expands, risk assets benefit. When it drains, they struggle. 30-day delta is the cleanest signal.
β€”JSON β†’
CoinMetrics Β· 6h
BTC + ETH exchange flows
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Active supply momentum + price momentum β†’ accumulation (bullish) or distribution (bearish) regime classification.
β€”JSON β†’
CBOE via Yahoo Β· 4h
VIX term structure
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Backwardation = stress now (~80% of equity drawdowns). Steep contango = vol-selling regime. Curve shape β‰  spot VIX.
β€”JSON β†’
Cross-source consensus

Sector rotation map

Where the data sources collectively point. We blend insider buys, asymmetric setups, 8-K material events, and GDELT financial sentiment by sector β€” then surface the consensus tilt. Bullish sectors are where multiple independent signals agree.