I hope this question is on-topic. What is a convenient way to get MSCI index performance data from the web? I would be interested in daily performance data of the factor indices momentum, minvol, small cap and enhanced value.
I know that I can download files from MSCI end of day index data search. It is just not conveniant. If I take longer periods I can only use monthly data. But I would like to have at least weekly, preferable daily data. I don't have direct access to Bloomberg at the moment. But can I use the web site of BB to scrape the data? Qandl doesn't offer what I need and I have not seen the data on google finance. Do I have to switch to investable ETFs to get the data? I would like to have the last 10 years.