I need someone to compile historical data on 200 mutual funds. For the data gathering, it will be done through public websites like Yahoo Finance. Because of the amount of data, I am only looking for someone who can write an application that will crawl through the websites and automatically arrange the data onto an Excel spreadsheet in a specific way (similar to this http://www.s-anand.net/motion-chart.xls I will give you a sample Excel sheet showing how it needs to be laid out).
This is the data that is needed (all of this is on Yahoo Finance and other sites):
1. Historical monthly price
2. Current Expense Ratio
3. Current R-Squared
4. Calculated Standard Deviation (3 year)
5. Calculated Sharpe Ratio
Here’s how to calculate Standard Deviation and Sharpe Ratio: http://corporate.morningstar.com/bf/documents/MethodologyDocuments/MethodologyPapers/StandardDeviationSharpeRatio_Definition.pdf)
Yahoo Finance typically only goes to the early-mid 1990s, if you have a way of getting data that is even earlier than this I would HIGHLY consider your bid. The data will need to go up to December 31, 2012.
As far as specifically what funds, I will provide you a list of the 200 funds and again, I’ll need the data laid out in a specific way for how I’m using it. Thank you.