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Folks:
I may have been in error in saying earlier that O'Shaughnessy used the S&P
Comstock database. It may have been the S&P Compustat database. His book
says
which, I'm sure. The names sound so alike I probably got confused.
I just looked at the S&P web site, and they are inviting you to use the
Compustat database and write your own front end for it in the lang of your
choice. I don't what the mechanics and/or price of the deal are. But I did
notice they are offering company data back to 1987, which is significantly
less
than what O'Shaughnessy looked at.
Regards,
Paul
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