google finance has easy access to the balance sheet, cash flow statement, and income statement of publicly traded companies for the last 5 quarters and 4 years, ready to scrape from an html table in a standard format, all in one page. for example, all this info for cisco is at
http://www.google.com/finance?q=NYSE:C&fstype=iiprobably would be a bit more reliable if there were one place i could grab xbrl files, but right now i can only find links to individual companies' websites. not very scriptable.
also, the summary page (eg, http://www.google.com/finance?q=NYSE:C) has a 'key stats and ratios' sidebar. i wonder if any of these are really metrics that the pros use. yahoo has insider and institutional trades at http://finance.yahoo.com/q/it?s=C although dailyfinance shows total holdings for insider trading at http://www.dailyfinance.com/company/citigroup-incorporated/c/nys/insider-transactions
yahoo has convenient pages for analyst estimates, showing average, high, and low earnings estimates from a number of analysts for current and next quarters and years; estimate and actual eps histories; eps estimate recent revisions; and estimates for revenue and growth for the company, industry, sector, and s&p 500 for comparison. for example, dell's page is at http://finance.yahoo.com/q/ae?s=dell pretty good start for fundamentals valuation. the analyst opinion page at http://finance.yahoo.com/q/ao?s=DELL also has price targets and quantitative recommendation poll numbers (in the chart near the bottom; i think the 'mean recommendation' listed above is is basically the dot product of the votes in each category with the arange(0,5) divided by the total votes). not sure i would completely base my decision making on free advice, but it could be worthwhile for a sanity check right before clicking the 'trade' button. looks like it only has these analyst opinions for individual companies; no etfs, etc. but the etfs have holdings info, so i could go from there to get some projections on stocks.
now i need good ways to project near/medium term trends in the bonds, precious metals, commodities, and fx markets.
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