Source Catalog and Access Boundaries¶
This page and the Unified Source Registry and Acquisition Coverage form the Source Transparency section. The generated registry contains every configured source, access route, quarterly-archive status, record count, and date range; this page maintains source properties, permissions, and use boundaries. They document provenance rather than listing the same works through another index. Use the Research Catalog to find works.
This page records public entry points, content types, and access boundaries. Read publication content on the original site. The canonical integration state is
the repository's config/sources.toml: source_family gives the domain, access_mode gives
automatic/catalog/manual readiness, and connector names the RSS/Atom, Crossref, or dedicated
JSON adapter. enabled controls the daily pipeline only. Automatic connectors store public
metadata and original links only; catalog/manual entries are verified candidates,
not harvested sources. Technical reachability is not permission to copy or redistribute. A
purpose-built adapter and permission review are required when structure, terms, or point-in-time
semantics are unstable.
See the Unified Source Registry and Acquisition Coverage for the complete registry, connector status, record counts, and date ranges.
| Source | Public content type | Access and use boundary |
|---|---|---|
| Options Industry Council | Options foundations, terminology, and risk education | Use for foundational fact checking; link to the original rather than copying pages |
| Cboe Options Institute | Exchange options education and market-structure material | Distinguish education, contract specifications, and market commentary |
| Man Insights | Institutional research, market views, and education | Current terms prohibit unapproved public-use crawling, linking, storage, archiving, extraction, or database creation; do not connect the site and use only independent reusable DOI metadata |
| Two Sigma Insights | Research, engineering, and institutional articles | Register public entry points only; do not infer or record undisclosed methods |
| Oxford-Man Institute | Academic papers and institutional research | Resolve arXiv identifiers from the official selected page through the arXiv API and retain separate bounded Crossref-affiliation candidates; SSRN-only entries remain catalog-level, so this is not a complete institution history |
| OptionMetrics Research | Options-data research, blog posts, and related academic papers | The public feed is enabled; label data-vendor interests and classify academic output independently by DOI/status |
| AQR Research | Factor, allocation, risk-premia, and systematic research | Site terms prohibit copying or publishing website information without written consent, so the official catalog is not harvested. The quarterly archive contains only DOI bibliographic metadata from the top 100 Crossref affiliation candidates that pass full institution-name and finance-context checks; it is not a complete AQR website history |
| D. E. Shaw Library | Quantitative methods, markets, and institutional articles | Review the public Library only; do not infer undisclosed strategies or current positions from firm reputation |
| Jane Street Blog | Technology, markets, and trading-infrastructure articles | The public stream is mostly OCaml/engineering; filter finance manually and do not infer proprietary alpha |
| NYU Volatility and Risk Institute | Volatility, systemic-risk, and academic research | Use the institution page as context; separate model output from peer review and retain data as-of dates |
| Research Affiliates | Valuation, factors, smart beta, and allocation research | Label product-linked backtests, hypothetical results, and PIT/cost limitations |
| Citadel | Public asset-manager research context | Keep separate from Citadel Securities; there is no stable public alpha archive, so do not infer internal methods |
| Citadel Securities GMI | Market structure, positioning, flow, and short-term mechanics | Proprietary analytics/flow do not represent the whole market; label market-maker interests and validate externally |
| Citadel Securities Policy Positions | Long-running policy archive on options auctions, OCC fees, tick sizes, Rule 605, best execution, CAT, and related topics | Manual catalog of a market maker's policy positions; prefer the linked SEC, FINRA, OCC, or venue originals for rule facts |
| Risk.net Cutting Edge | Papers, podcasts, commentary, and features | Identify document type and access status per item; do not store restricted full text |
| Cboe Insights | Exchange research, rules, and education | Distinguish rule facts from commentary; do not copy page content |
| Moontower | Options, volatility, and portfolio research notes | Treat practitioner views as research leads; independently validate conclusions and backtests |
| HKEX RSS | Market communications, futures trading rules, and options-clearing rules | Store feed metadata and original links only; distinguish rule facts from exchange views |
| JPX RSS | Market news, trading halts, and site updates | JPX states that URLs, contents, and formats may change; confirm rules on the original page |
| DTCC RSS | Clearing, settlement, rule filings, and institutional research | Use public feeds for event and bibliographic discovery only; do not copy attachments or restricted material |
| IBKR Traders' Insight: Options | Options education, market commentary, and practitioner articles | Broker and contributor quality varies; review commercial interests and evidence per item |
| Federal Reserve FEDS | Finance and economics working papers | Use the official research-paper RSS; working papers are not peer review, and broad content remains subject to the core threshold |
| BMLL Resource Centre | Level 3 order-book research, white papers, and case studies | No verified public feed; manually distinguish empirical evidence, case studies, and data-product marketing |
| SIX Trading InfoSnacks | Price formation, auctions, stale quotes, fill likelihood, and liquidity research | Follow the article series or email manually; cross-check the exchange perspective against multi-venue data |
| Liquidnet Insights | APAC/EMEA liquidity, dark-market, and execution reports | Current terms restrict copying and redelivery, so a technically readable legacy RSS remains disabled; register public entry points only |
| MEMX Insights | Tick-size, access-fee, options, and market-reform commentary | Register manually and label the venue's policy position and conflicts explicitly |
| JPX Working Papers | Japanese market-structure, derivatives, and execution-cost working papers | Pair the official English and Japanese indexes at low frequency; store titles, original dates, identifiers, and official links only, never PDFs. Author views are not JPX opinions, and commercial collection requires permission |
| Cboe Options Institute Research | Options, 0DTE, volatility, and strategy papers | The archive mixes exchange, academic, sponsored, and practitioner material; classify publication status and conflicts per item |
| CME OpenMarkets | Futures, options, basis, delivery, and macro-market articles | The official page offers email subscription rather than a verified research feed; manually filter product education and promotion |
| SEC Market Structure Analytics | SEC staff research, MIDAS visualizations, and downloadable data | Primary for its published data and regulatory definitions; do not interpret regulatory analysis directly as tradable alpha |
| Virtu Thought Leadership | Monthly regional market-structure and quarterly cost reports | The page is current, but its public RSS contains one untitled 2020 item; follow manually and label market-maker/execution-provider interests |
| Nasdaq Market Makers | ETF, index, trading-mechanism, and data-driven market articles | Follow the feature page or email manually; do not substitute a noisy generic Nasdaq feed for targeted filtering |
| NYSE Data Insights | Auction, ETP, options, and transaction-cost archive | Current publication frequency trails peers; re-check mechanisms and rules against current NYSE documents |
| IEX Square Edge Research | Midpoint, dark/lit trading, closing liquidity, and routing | Still active; label IEX product and policy interests per item |
| BestEx Research | ATS, futures-cost, intraday-timing, and volume-forecasting research | Private samples and execution products create conflicts; independently replicate findings |
| Quantitative Brokers Research | Futures rolls, liquidity, execution, and TCA | Use as an execution-hypothesis source and label the service provider's commercial interest |
| CFM Thinking | Market impact, price formation, volatility, and systematic investing | CFM's site terms allow personal storage only and require express approval for inbound links, so public pages neither link to nor harvest the official archive; only reusable DOI bibliographic metadata from a bounded Crossref candidate query is stored, and it is not a complete CFM history |
| Tradeweb Insights | Rates, credit, ETFs, RFQ, and automated execution | Large mixed catalog; filter corporate and product news and label proprietary platform samples |
| MarketAxess Insights | Fixed-income liquidity, auctions, all-to-all, and automation | Register public entry points only and label the venue/product perspective |
| ICE Insights | Fixed income, energy, equities, indexes, and data analytics | ICE explicitly restricts copying and redistribution; retain links only and keep automation disabled |
| Eurex Research | European option liquidity, settlement, and order-book design | Check audience and use terms per document; some files at public URLs are marked for QIB readers only |
| FIA EPTA | European electronic-market-maker and market-structure policy papers | Treat as advocacy and verify rule facts with regulators and venues |
| FIA Principal Traders Group | US principal-trader white papers, annual reports, comment letters, and market-structure discussions | Register separately from FIA EPTA; treat as liquidity-provider advocacy and verify rule facts with SEC, CFTC, OCC, and venue originals |
| ORATS Blog | Skew, surfaces, earnings, and options-strategy research | Data/API/backtesting products create vendor conflicts; no stable feed is verified, and claims require independent validation |
| ORATS Video | Videos on options data, volatility, surfaces, backtesting, and product workflows | The former Atom endpoint returned HTTP 404 on 2026-07-30 and is now catalog-only. Existing observations remain local; vendor examples still require independent validation |
| Quantopian Webinars | Long-form videos on systematic investing, financial ML, portfolio construction, options, and research methods | The former playlist Atom returned HTTP 404 on 2026-07-30 and is now catalog-only. The 39 existing observations remain; older tutorials and guest claims are discovery leads |
| Options Insight | Volatility surfaces, gamma, VIX, and options-structure commentary | Disclose commercial membership and trading interests; use as hypotheses, not validated evidence |
| QVR Advisors Research | VRP, hedging, convexity, and derivatives archive | Many documents use DocSend; register links only and do not infer current positions or operating status from historical papers |
| Options Industry Council Research | OIC/OCC education and commissioned research | Dates and document types are mixed; author views need not represent OIC, so classify and validate every study |
| Artemis Capital Research | Historical volatility, convexity, and portfolio research | The visible archive is older; retain dates and treat manager narratives and backtests as conflicted evidence |
| Ambrus Group | Volatility and convexity research leads | Some publicly reachable PDFs carry confidentiality/no-copy language; never ingest or redistribute them, and retain permitted landing metadata only |
| Alpha Exchange | Practitioner interviews on volatility, options, hedging, and markets | Its site-advertised RSS is enabled; interviews are leads, while guest incentives and research claims need separate verification |
| The Derivative by RCM Alternatives | Interviews on managed futures, volatility, options, hedge funds, and alternatives | The publisher's open podcast RSS preserves dated history from 2020 onward and supports continuing discovery. Public episode metadata and original links inside complete quarters enter the audited source archive, while the independent automatically selected section still highlights only records passing the relevance threshold. Guest and commercial claims require separate verification |
| Flirting with Models | Long-form interviews on systematic investing, factors, volatility, portfolio construction, implementation, and financial ML | High-signal Tier C discovery source. The publisher Captivate RSS preserves original episode dates; guest claims still require original-paper, PIT, cost, and capacity validation |
| Virtual Barrels | Educational videos on commodity futures, oil derivatives, volatility, Gamma, VRP, hedging, carry, and convenience yields | Its official YouTube Atom feed is enabled. Treat it as a Tier C discovery source: score and review each item, and independently verify model, strategy, and performance claims against papers, data, or exchange materials |
| Macro Hive Video | Macro, policy, systematic-investing, machine-learning, market-interview, and weekly videos | The former channel Atom returned HTTP 404 on 2026-07-30 and is now catalog-only. Numbered podcasts remain automatic through the publisher Libsyn RSS |
| Top Traders Unplugged Systematic Investor | Systematic investing, managed futures, and practitioner interviews | The publisher feed exceeds the 10 MiB trust boundary, so this remains catalog-only; guest claims are discovery leads |
| Maven Securities Research | Volatility surfaces, alpha decay, systematic trading, market structure, and engineering articles | The official paginated RSS exposes 25 records (May 2021–September 2023). Tier B means first-party institutional provenance; priority remains 0.84, and non-research posts still face item-level filtering |
| Tower Research Capital | Liquidity, rates, market structure, and prediction-market articles | The general archive is useful, but current terms restrict robot/page scraping and automated monitoring; retain a manual catalog only, with no RSS or full-text ingestion |
| XTX Markets | Client insights and market-design, liquidity, and execution white papers, including Hosted Rooms | Principal liquidity-provider perspective; keep manual and validate policy and proprietary-sample claims with external evidence |
| DRW Insights | Occasional ETF, derivatives, and market-structure articles | Mixed with careers/culture content and needs manual filtering; do not infer undisclosed strategies |
| DRW ETF Flow Reports | Historical ETF flow reports from 2022–2023 | Low-frequency manual market-liquidity reference; validate flow interpretations with independent venue or fund data |
| Flow Traders | Insights, Market Regulation, ETF-liquidity, and market-structure material | Follow the topical sections manually and filter company announcements; label principal-trading interests and do not imply a comprehensive archive |
| GTS Market Structure Commentary | Sparse market-structure commentary, public testimony, and policy positions | The public stream is dominated by corporate material, so retain a low-frequency manual catalog rather than a daily feed |
| HKEX Group Insight | Stock options, liquidity, products, and market structure | Separate from enabled HKEX notice/rule feeds; distinguish research and exchange promotion per item |
| HKEX Derivatives Statistics | Volume, open interest, and derivatives statistics | A future adapter must preserve report dates, definitions, revisions, and product identifiers; use manually for validation meanwhile |
| SGX Market Updates | Asian equities and derivatives market updates | Manually separate statistical/mechanism facts from product promotion; no targeted feed is verified |
| TAIFEX | Futures/options prices, settlement, OI, specifications, and history | TAIFEX states there is no database API and restricts reproduction/distribution; use permitted manual downloads pending authorization |
| KRX Derivatives | KOSPI 200 and other derivatives specifications, rules, notices, and data | Dynamic pages need a dedicated adapter, with rule versions and effective times preserved |
| ASX Derivatives | Contracts, settlement mechanics, statistics, and insights | Preserve opening-price settlement rules and methodology versions in particular; no targeted feed is verified |
| B3 Market Reports | Derivatives, OI, reference, and methodology reports | Separate public reports from paid DATAWISE; future ingestion must retain dates, schemas, and revisions |
| NSE Derivatives Snapshot | Indian derivatives snapshot and analytical tools | Dynamic delivery, access controls, and terms preclude generic scraping; wait for a permitted stable interface |
| S&P DJI Consultations | Proposed index-methodology changes and results | Preserve announcement, reference, effective, implementation dates, and exact methodology versions; index licensing still applies |
| MSCI Index Announcements | Index changes, reviews, and methodology events | Requires point-in-time capture of affected indexes, document versions, and effective dates |
| FTSE Russell Consultations | Index and expiry-settlement methodology consultations/results | Preserve proposal, result, implementation, and rulebook dates; do not redistribute licensed index content |
| Nasdaq Index Research | Index, ETF, autocallable, and market research | Separate methodology facts from product analysis; independently validate investable-index and backtest claims |
| STOXX Rulebooks | Index rulebooks, methodology documents, and notices | Future ingestion must version documents instead of overwriting current rules and must respect index-data licensing |
| Solactive Announcements | Methodology changes, consultations, and corporate-action notices | Record point-in-time events by index, document, and effective date; provider analysis is not independent evidence |
| Morningstar Indexes Insights | Large index research and commentary archive | Filter product material, preserve methodology dates, and label the index-provider commercial perspective |
| Nikkei Indexes | Methodology, constituent, guidebook, and PAF notices | Nikkei restricts reproduction; retain links, event metadata, exact effective dates, and methodology versions only |
| Hang Seng Indexes | Factsheets, constituent changes, methodology, and review notices | Track dynamic/licensed documents manually pending a permitted point-in-time adapter |
| FINRA OTC Transparency | Delayed ATS and non-ATS reported data | Preserve publication lag, definitions, tiers, symbol changes, and revisions; it is not a real-time signal |
| CFTC Commitments of Traders | Weekly futures/options positioning and historical structured files | Align Tuesday positions to Friday releases, retain report type/revisions, and prevent look-ahead |
| OCC Market Data | Listed-options volume and open-interest reports | Retain as-of dates, class/exchange definitions, and corrections; use for state validation, not causal inference |
| OFR Working Papers | Financial-stability, markets, and data-method working papers | Works in progress whose author views need not represent OFR; verify later publication and reproducibility |
| Liberty Street Economics | New York Fed markets, liquidity, and economics blog | Its official RSS is enabled; broad content still passes the core score, and posts need not represent the New York Fed |
| New York Fed Economic Policy Review | Lower-frequency policy journal and market studies | Preserve issue/publication dates and distinguish staff analysis from policy statements |
| BIS Quarterly Review | Quarterly global banking/market analysis and chart data | Preserve release and data-vintage dates; signed articles may express author views only |
| BIS Working Papers | Working papers by BIS and central-bank economists | The official BIS research RSS is enabled and filtered to working-paper URLs; working papers are neither policy nor peer-reviewed conclusions |
| ECB Working Papers | Working papers relevant to ECB tasks | The official RSS is enabled through a dedicated connector that repairs only bare ampersands before the normal strict parser; author views need not represent the ECB |
| FCA Market Watch | Market-conduct, surveillance, and mechanism newsletter | Use for regulatory observations, not strategy endorsement; confirm rules against current FCA instruments |
| ESMA Publications and Data | EU research, statistics, consultations, and market-structure material | Classify legal status and preserve consultation/effective dates; a call for evidence is not a settled rule |
| Bank of England Working Papers | Transaction-level derivatives and market-microstructure papers | Preliminary work may reflect authors only; check samples, data access, and later publication status |
| WFE Research | Exchange/CCP research, statistics, and reports | Represents member venues; cross-check mechanism claims with regulatory and venue-level data |
| FIA Market Structure | Futures-industry advocacy, commentary, news, and events | Classify each item; verify legal/rule claims with regulators, venues, and clearinghouses |
| ISDA SwapsInfo | Derivatives statistics and quarterly reviews | Treat definitions, coverage, and release lags as data; industry-association policy views are not independent evidence |
| SIFMA Market Metrics | Monthly equity, options, and capital-markets metrics | Preserve sources/release dates and label the industry perspective; use for descriptive validation only |
| Acadian Systematic Methods | Systematic investing, electronification, and quantitative methods | Label manager/product conflicts; independently test hypothetical results and proprietary samples |
| Aspect Capital Insights | Trend, diversification, and systematic research | Manager simulations and strategy narratives are conflicted evidence; preserve dates and assumptions |
| Robeco Quantitative Investing | Large quantitative research and practitioner archive | Separate reproducible/peer-reviewed work from product commentary; check backtests, capacity, costs, and mining controls |
| PanAgora | Quantitative investment research and firm views | The public stream is mixed and has no verified focused feed; distinguish research from corporate news |
| Dimensional Insights | Systematic-investing and market research | Label product-linked evidence and simulations; independently verify implementation and trading costs |
| State Street Insights | Market, systematic, and ETF research | Broad coverage needs topical filtering; label asset-manager/product interests and validate quantitative claims |
| Winton News | Mixed systematic research, firm news, and commentary | Filter manually at low frequency; do not assume public posts disclose current models or positions |
| Transtrend Insights | Trend, futures-market, and market-dynamics research | Label CTA/manager interests and test claims with PIT data and realistic costs |
| Alpha Architect Blog | Research summaries, replications, and practitioner commentary | Label asset-manager products and secondary summaries; verify against original studies and reproducible code |
| ReSolve Research | Portfolio construction, risk parity, trend, and systematic research | Public-feed coverage is currently unreliable; independently validate manager simulations and product claims |
| Quantpedia Blog | Commercial strategy-database research summaries | Idea discovery only; verify originals, timing, investable instruments, costs, and data-mining controls |
| S&P DJI Research & Insights | Index, VIX/options, dashboard, commentary, and Indexology material | Keep separate from consultations; label provider interests and verify backtests and licensed inputs |
| MSCI Research & Insights | Index, factor, risk, and market research | Keep separate from PIT announcements; never replace historical membership with current constituents, and label provider/product interests |
| FTSE Russell Research | Index, factor, and market research | Keep separate from consultations/reconstitution events; retain hypothetical disclosures and verify PIT membership/licensed data |
| JPX Futures & Options Reports | Official recurring derivatives reports and statistics | Preserve period, publication date, product definitions, revisions, and document versions; do not conflate with the JPX notice feed |
| iShares ETF Insights | ETF flows, liquidity, execution, and portfolio views | Strong issuer/product conflict; validate creation/redemption, spread, and flow claims with independent/exchange data |
| ETF.com | ETF news, tools, education, and industry commentary | Event discovery only; distinguish reporting from sponsored/product content and verify against primary documents |
| ETF Stream | ETF industry news, analysis, and opinion | Secondary discovery source; label sponsored/provider material and verify index, flow, and mechanism facts |
| HRT Beat | Technology blog with a small Algo set on returns, ML, data, and trading | Technology dominates and needs manual filtering; engineering practice is not a disclosed production strategy |
| Newfound Research | Liquidity cascades, rebalance timing, diversification, and return stacking | The old public feed is empty/stale; catalog manually and label ETF, model-portfolio, and IP-licensing interests |
| Quantocracy | High-volume quant-blog aggregator | Discover authors/vocabulary only; retain original attribution, deduplicate, and independently verify every claim |
| QuantConnect Strategy Library | Executable educational prototypes and community/platform examples | Audit survivorship, parameter search, fees, slippage, data entitlements, and platform assumptions |
| SSRN Financial Economics Network | Finance working-paper and preprint discovery | Availability is not peer review; retain version/date, check later publication/retraction, and do not ingest restricted full text |
| IDEAS/RePEc | Economics/finance working-paper and publication discovery | Classify status per record, prefer DOI/publisher metadata, and deduplicate against Crossref/NBER |
| NYU V-Lab | Real-time volatility, correlation, and systemic-risk models/outputs | Estimates are derived data; preserve method/as-of date and separate them from peer-reviewed VRI papers |
| SqueezeMetrics documentation | Product and indicator documentation | Do not access authenticated content, scrape APIs, or copy proprietary formulas, data, or charts |
| SpotGamma Blog | Commercial market commentary | Register public article links only; do not record proprietary levels, estimates, or subscriber content |
| Hedgeye / Tier 1 Alpha announcement | Commercial partnership announcement | Treat only as a public relationship page; do not republish product or subscriber research |
| Optiver Markets Insights | Market-structure and institutional articles | The private pipeline ingests public-index metadata and original links only; do not copy or redistribute full text, and distinguish institutional facts from participant views |
| arXiv Quantitative Finance | Preprint metadata | Preprint status is not peer review; the public Research Index stores bibliographic information only |
| NBER Working Papers | Working-paper metadata | Do not rehost papers; use only official public metadata and original links |
| The Review of Asset Pricing Studies | Peer-reviewed asset-pricing research | ISSN-scoped Crossref bibliography only; publisher full text is not downloaded |
| Journal of Financial Econometrics | Peer-reviewed financial econometrics | ISSN-scoped Crossref bibliography only; publisher full text is not downloaded |
| The Journal of Portfolio Management | Peer-reviewed portfolio and investment research | ISSN-scoped Crossref bibliography only; publisher full text is not downloaded |
| Financial Analysts Journal | CFA Institute peer-reviewed investment research | ISSN-scoped Crossref bibliography only; publisher full text is not downloaded |
Deliberate boundaries outside the current core¶
- Kaiko, Deribit Insights, Block Scholes, Amberdata, Glassnode, Coin Metrics, and Jump Crypto belong to digital-asset market structure. Their 24/7, perpetual, cross-venue, and on-chain semantics require a separate taxonomy, data permissions, and validation rules, so they remain outside the equity-options core.
- Goldman Sachs, JPMorgan, Morgan Stanley, BofA, Barclays, UBS, and similar sell-side research normally require client or terminal entitlements. Connect them only through an authorized email/vendor route when the user already holds the required access.
- IMC, SIG, Old Mission, Akuna, Mako, Wolverine, and similar firms are strong institutions but currently lack a stable, searchable, regularly updated public finance-research archive with enough research density. A company-homepage-only catalog would add no discovery value, so re-check them only when their public state changes.
Whether an automated connector is enabled is determined by the repository's public configuration and the source's permission terms.