Getting raw data for funds

lethe

Hello all,

Is it ever possible to get the raw data (In computer readable format.) for funds, as found on 'fund supermarkets' such as Hargreaves Lansdown et al. Basically I want the price fluctuations etc.. Its easy enough to get this information for shares, but I can't seem to find equivalent information available to private investors with regards to funds.

Just to clarify all these websites seem to present the information, but its always as a graph and summary statistics, and maybe a few explicit data points. I have not yet made an account on any of them, so I don't know if any of them would provide a more advanced interface when logged in, that included such information (And none of them indicate that they do in any of the faqs I've read.). If that is the case I would appreciate some details as to what is provided by whom.

I'm coming at this as someone with more than a years salary in savings, who is watching them being eaten alive by inflation, with a desire to throw some cash at higher risk stuff in an effort to at least beat inflation, so I at least stop losing money. Whilst my experience of finance is limited I am professionally an applied statistician, who works with extremely sophisticated models, and it seems silly to not make use of those skills. Problem is these websites all seem to be geared towards sumarisation and 'advice' from human beings - I would prefer to work from the hard numbers, hence my question.

dunstonh

Problem is these websites all seem to be geared towards sumarisation and 'advice' from human beings - I would prefer to work from the hard numbers, hence my question.

The sites you seen online also tend to be a cut down version of their retail product. Geared mainly to entice investor firms to buying the full package or giving just enough free of charge to a consumer who probably doesnt want the full data or in general wouldnt know what to do with it.

The full version I use allows output in csv format of raw data but I doubt you would want to pay the money I do for the software. It isnt priced for the individual.

lethe

Thanks - I expected it might be along those lines, but it seemed prudent to check, and I'm sure your right with regards to the cost of getting such information. Guess I need to do some more thinking/searching to find something I like!

le_loup

Most of the fund manages give online information on historic prices.
You are aware that there is only one price/dealing point for funds? ............except investment trusts.

psychic_teabag

http://www.google.co.uk/finance has historical prices for some uk funds, but the searching isn't too easy - try typing things like newton or higher income into the quotes box - and data is at limited precision which is sufficient for some funds, but distorts lower-priced funds a bit.

bloomsberg offers some technical analysis charts on some uk funds, but I found the searching on there even harder to work.

lethe

I'm well aware that the return on investment takes multiple forms - didn't want to dwell on that as it was irrelevant to my question and would of broken the flow. In hindsight I probably could of worded it better however - 'return on investment' is much more general.

The problem is my main interest here is to find a set of funds to invest in that have a weak correlation and reasonable return, preferably by throwing a large number of them at an optimisation procedure. Its hard/impossible to do that given only a few data points, especially given that all the recent data points are probably corrupted by the current financial craziness. All the data sources I have seen don't provide nearly enough, and whilst in some cases I've found charts for a particular fund I would want to access many, many funds, and its not worth my time to collect all that information and munge it into a single format. There is also the issue that people don't like it when you scrape there web pages, which seems to be the only option if you want any kind of automation - I certainly wouldn't want to annoy a company that has my money!

Thanks for that psychic teabag - I had tried that but evidently tried all the wrong ones! Just tried some of the newton ones and got some stuff back though, at day-by-day resolution which is perfectly usable. Only thing I note is that, unlike the shares, they don't provide a download to csv button, at least for the few I looked at. I guess their contract with their data provider(s) does not allow it:-(

Porcupine

Depends how much hackery you can do.

Morningstar's chart tool is written in Flash. It gets daily price data from a web service, which returns an XML file with the prices in. If you intercept the transfer (with a packet sniffer or a web proxy), you can extract the raw price data. It's then up to you to process it into a sensible format.

BTW most funds are only daily priced, some being weekly priced, so you won't get intra-day variations like you do with shares.

FATHEROFTWO_2

I noticed that morningstars portfolio XRAY tool is by subscription now.
Any other sites that offer a free xray?

Ark_Welder

FATHEROFTWO wrote: »

I noticed that morningstars portfolio XRAY tool is by subscription now.
Any other sites that offer a free xray?

You could have a look at Trustnet to see if that fits your bill - the Portfolio section. You do need to register but it is (currently) free.

le_loup

FATHEROFTWO wrote: »

I noticed that morningstars portfolio XRAY tool is by subscription now.
Any other sites that offer a free xray?

Hargreaves Lansdown do a form of x-ray. Not as good as Morningstar

cepheus

You could buy Sharescope they have daily fund price data for download to a spreadsheet or other forms (you will have to do it for each fund individually though). They should allow you a trial, long enough to download the fund data, then you could cancel or carry on paying if you like it enough.

With regard to the Inflation problem have you tried NS Index linked savings certificates? (only up to 15k though)