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If you have a friend studying at almost any university you can get access to WRDS. Inside WRDS just go to Compustat which has all the info you need for dates since 1950.


There are two mainly (good) free sources available online: wolphramalpha.com Quandl They report the mainly market and fundamental data, so you will not find any particular fundamental accounting ratio. In the case you need particular ratio or data, you should get some better financial data provider, as, for instance, Bloomberg or Thompson Reuters.


I suggest you to read as reference the following paper: Yao, Jingtao, and Chew Lim Tan. "A case study on using neural networks to perform technical forecasting of forex." Neurocomputing 34.1 (2000): 79-98. The authors applied TDNNs to the forex markets and I think it could be useful for you purposes; you can find the pdf version of the paper here. ...

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