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At Intrinio, we partner with companies that are rethinking what’s possible in fintech—and few are doing that more boldly than Traderlink. This innovative trading platform is leading a transparency revolution by giving retail traders access to market data tools that were once locked away behind institutional paywalls. Traderlink isn’t just building a product. They’re building an edge.

At Intrinio, we pride ourselves on delivering reliable, flexible financial data solutions to some of the most innovative and fastest-growing companies in fintech. One of those standout partners is MarketBeat, an Inc. 5000 financial media powerhouse that’s reshaping how individual investors access and use market data.

Anomaly detection, also known as outlier detection, is the process of identifying patterns in data that do not conform to expected behavior. In finance, this means spotting unusual price movements, irregular trading volumes, or sudden shifts in key financial indicators that may indicate market manipulation, systemic risk, or opportunities for alpha generation.

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Financial data is the backbone of your fintech application, trading platform, research product, or investment strategy. But not all data providers are created equal. Choosing the wrong one can lead to outages, poor performance, regulatory risk, and wasted development time. In today’s market — where agility, speed, and precision are everything — your choice of data partner can make or break your product.

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Selecting a financial data API isn’t just a technical decision — it’s a strategic one. The right API can power your platform, streamline development, and scale with your business. The wrong API can introduce latency, limit product features, inflate costs, and derail timelines.

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It’s 2025, and the investment landscape has been fundamentally reshaped by AI, automation, and massive data availability. Clients expect faster insights, more personalized service, and digital-first access to their portfolios. The days of legacy infrastructure, siloed systems, and manual processes are over. Investment firms that want to stay competitive must modernize their tech stack — not just to stay afloat, but to outperform.

Environmental, Social, and Governance (ESG) factors are no longer niche considerations for portfolio managers — they are strategic essentials.

In a world where milliseconds matter and financial markets never sleep, having reliable financial data isn't just a preference — it’s a necessity. Whether you're building a trading platform, an investing app, or a quant model, your systems are only as good as your data feed.

While the rise of ETFs, direct indexing, and algorithmic trading has transformed portfolio construction in recent years, mutual funds continue to play a major role in institutional and retail investment strategies.

In the world of quantitative finance, algorithmic trading, and performance optimization, data precision is everything.

While daily and even minute-level data may suffice for some strategies, serious quants and systematic traders understand that historical tick data is essential for accurate, high-resolution backtesting.

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