I read a lot of bank research for my own trading, and I kept running into the same problem: it's scattered across dozens of banks, written in jargon, and you can never tell whether a view is one bank's hot take or something most of the street actually agrees on. So I built Tlines — an information aggregator for institutional research. Tlines distills institutional research into plain language: A research stream of 2,128 traceable reports from banks like Natixis, Saxo, Westpac, SocGen, BNP Paribas and ING — only publicly published, source-verifiable work, browsable by asset, institution or topic, every view linked back to its original report A feed that updates as new research lands, so you're reading today's calls, not last week's roundup Consensus tracking: how many institutions hold a view (e.g., 21 institutions, 326 views on inflation), so you can tell a lone call from a real consensus MCP access with five tools — search_research, get_research, get_macro_indicator, get_macro_calendar, list_institutions — so agents can query the structured research and macro data directly (registration required; it returns Tlines' analysis with source links, not the original PDFs) Coverage across rates, inflation, FX, commodities, equities and crypto, plus a weekly newsletter with the research actually worth reading The extraction rules, accepted sources, AI use and correction process are all public — the whole thing is built to be checked It's early — the site is currently a content digest in Chinese and English, and I'm still building it out. The newsletter is one email a week, double opt-in, one click to unsubscribe. What I'd love feedback on: when you read bank research, what do you actually want — the consensus, the outliers, or just the one call that matters? What would make you trust a digest like this enough to use it? And if you use agents: would you plug a research MCP into your setup, or is the web digest enough? Links: tlines.tech   submitted by   /u/TKOWNS [link]   [comments]