A little bit about me, I'm an analytical professional who for a while now has been making a living designing predictive models. (Regression analysis, decision trees, neural networks etc...)
A while ago I decided to build a neural network to predict the outcome of sporting matches, it turned out to be quite successful, 70%+ accuracy. I had designed over 200 variables to be built into the model, well long story short I learnt it doesn't take long before bookies stop taking your bets. I kept betting but only in small numbers and not in numbers large enough to really make a living. (ROI on these models were between 15% and 25%)
So second option is to move to parimutuel betting (read up on Zeljko Ranogajec and David Walsh) only problem is the data needed to build a decent model in horse racing would be almost impossible to get, the aforementioned guys have teams of people collecting the info just for them.
So what I've decided is to hit the stock market, I have a few ideas I want to try out but I'm finding that the data to get is extremely hard. I need an API or even a site I could screen scrape to get data on Price, Dividends, Vol, Franking, PE/PB ratios, EPS etc...
Yahoo and google have price and dividend historical but that's it.
Every place has the metrics I need but only at the current point in time.
So the million dollar question is, where can I get this data historical?