Where can I download
- The MSCI World index constituents and their weights (daily update)
- The current prices of the constituents plus three years of EOD (or weekly) history
- Corporate actions of the constituents (if the history is not adjusted already)
- ISIN, Name, country, currency of the constituent
I started working on http://www.aivest.com about ten years ago and the goal is (primarily for myself) to be able to construct a globally diversified stock portfolio after inputting only the investable amount and my home currency.
I am about to give up on the project, my main problem is what business intelligence developers call ETL - extract, transform, load. I currently use a data provider that costs about 600 USD per year and there are always surprises, e.g. suddenly a batch of bonds will be listed as stocks and my system will happily select them as highly capitalized stocks. Or: there are errors in the forex data and suddenly Canadian stocks outweigh US stocks.
If you look at the selection probabilities (http://www.aivest.com/Statistics) it is currently obvious that something went wrong again. MSFT, AAPL and the likes should be leading in this list.
I created my own index from the top capitalized stocks worldwide but that includes stocks that have trade limitations which is bad. One feature of the MSCI World constituents is that they are tradeable and I get a solid list with weights, which would be a dream for my system. But I cannot spend thousands of dollars per year for the MSCI data and use policy, so it will probably remain a dream.
Constructing a portfolio without any registration can be tested with user demo and password demo123 (http://www.aivest.com/login).