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Have you thought about using "Python for finance"? There is multiple Python librarys to help you getting up to speed, e.g. take a look at Python Algorithmic Trading Library


Quantopian provides both the fundamental data (from Morningstar), as well as the backtest platform to reproduce results from the books you mentioned. Here's the introduction to our fundamentals offering: https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting (disclosure: I'm the ceo of quantopian)


I will try and give some feedback on your questions. Will betas be negative for the short book? Not necessarily, no. The beta of a stock is not related to you having a long or a short position to it. How would I calculate returns for the L/S portfolio Assuming your total portfolio including cash is $V_{0}$, and each line has made $PNL_{i}$, then your ...

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