Quick example, I want to build a dynamic portfolio based on a subset of S&P 500, with no sectors exposure, no market exposure (delta and beta flat), no capitalisation exposure, and I want to avoid trading a stock from one week before until one week after their earning announcements. This is a very simple example of a common portfolio universe but tools like quantopian and cloud9trader (even though the latter doesn't support stocks yet so they're out of scope here) just don't provide the required data. I can't find an index historical composition, security data doesn't include its market cap, its sector, the next earnings announcement date. I can't even start working on my signals since I'm unable to select my stocks.