The Stockpulse Brief, May 2026

This edition brings three updates we think you’ll find timely: a new chapter in our MCP server story (with a fresh partnership for the PE world), a major addition to our data universe, and a chance to meet us in New York in June.

1. Plug-and-play data, now for private equity diligence

Product · MCP

MCP servers have moved quickly from a developer curiosity to a serious productivity layer for research teams. The appeal is straightforward: high-value datasets become accessible inside the tools analysts already use — no custom integrations, no glue code, no waiting on engineering.

Earlier this year we launched a dedicated MCP server for the German commercial registry (Bundesanzeiger / Handelsregister), giving research and diligence teams instant access to filings, ownership structures, and financial statements that previously required hours of manual digging.

New cooperation: We’re now partnering with Clarum.ai to bring this capability directly into the private equity diligence workflow. Clarum’s AI agents already automate diligence, monitoring, and reporting for PE, VC, and family office teams — pairing them with our German registry data means deal teams can pull structured filings into their CIM analysis, benchmarking, and risk reviews automatically.

The result: hours or days of company research collapsed into minutes, with primary-source data sitting right inside the analyst’s existing process.

→ Read the full story: https://stockpulse.ai/posts/2026/clarum_coop/

2. Prediction markets: retail “mood,” now on the tape

Data · New Coverage

We’ve started ingesting data from the two largest prediction markets — Polymarket and Kalshi — covering events, markets, individual trades, and the comment sections where participants debate them.

For us, this is a natural complement to our existing universe. Where most of our analysis captures communication, text, or videos — news, social, forums — prediction market data capture something different: money put behind belief. Because the participants are overwhelmingly retail, the order flow itself becomes a clean read on retail sentiment and mood, without having to infer it from posts.

Why now: Prediction markets have grown to a size that’s simply too large to ignore — both in volume and in their influence on broader market narratives. They are also, for the most part, still lightly regulated, which makes them fertile ground for coordinated activity and manipulation.

That combination — high volume, real money, weak guardrails — makes this dataset especially relevant for trading surveillance and market watch teams, alongside its obvious use as a sentiment input for trading and research desks.

If you’d like a sample or a walk-through of the schema, just reply to this email.

3. See us in New York

Events

We’ll be at the Neudata New York Summer Data Summit on June 11th. If you’re attending — or based in NYC and want to meet in the days before or after — we’d love to sit down.

June 11, 2026 — Neudata New York Summer Data Summit, NYC → https://www.neudata.co/events/new-york-summer-data-summit-2026