Disclosure: I’m one of the founders, but this is exactly the kind of thing we’re working on with Quantbase (getquantbase.com)

We’re a roboadvisor that acts like a quantitative hedge fund, and so we share all that cool data with you from data-backed strategies on decades of market data, to showing your portfolio sharpe ratio, automated recommendations based on market evolution (the API for sector-risk alerts you were talking about), and more.