I am looking for a source of free historical fundamental data on stocks. Preferably retrievable through an API. Anyone know of such a source? I know Yahoo has an API interface that one can use to retrieve fundamental data, but don't know about history.
Ya i get fundamental data from yahoo that gets automatically downloaded into amibroker by way of amiquote. Its current though. No historical. There are services out there that let you backtest fundamentals. www.portfolio123.com Something like this has good returns, but too much volatility. It says MBAs at Stanford designed it: http://www.portfolio123.com/port_summary.jsp?portid=481138