Stock Data with Fundamental

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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ratio
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Location: Montreal, Canada

Stock Data with Fundamental

Post by ratio »

Anyone know where I can find historical Stock data but with the FUndamental, like PE, Sales, Assets, etc.

I know of Hemmscott, pretty good, but too expensive. I had a look a FetchXL witch Fetch the data from Hemmscott in excel.

But it seem that it is very difficult to get this kind of data. I would like to implement some of the strategy that I had found very profitable with the BAcktesting portion of the Zacks reseach software.

However I need some fundamental data.

Any idea.???

Denis
dctag
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Post by dctag »

AAII has a stock screener that is heavy on fundamentals. It is one of the better ones out there. Anyways if you subscribe they send you a new disk every week so you can achive your own info. I only have about 4-5 months of it archived so far but I am sure you can contact them and see if you can buy some back data.

Other options are Compustat and I think Bloomberg. Obviously these arent the cheapest routes out there though.

Good Luck,
David
ratio
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Location: Montreal, Canada

Post by ratio »

Thank you.

It's only about 50 times less expensive at AAII.

Hope I can find the same thing for canadian stock

Denis
mojojojo
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Post by mojojojo »

You can check out Reuters QuoteCenter. I've never used it so I can't comment on quality or anything.
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