Actually, does anyone know where an amateur could buy/download quarterly balance sheets/income statements for the broad stock market universe?
In addition, nearly all finance sites provide summaries of these reports for at least the last few quarters and last few annual reports. I like morningstar.com. But finance.yahoo.com and finance.google.com both work fine.
If you want a bunch in one shot and don't have the money for Bloomberg or CapitalIQ or whatever, I suggest quandl.com, which acts as a cut-rate data aggregator for financial data.
It's surprisingly tough to get broad, machine-readable market data for free but there are some cheaper options. Check this thread: https://www.reddit.com/r/SecurityAnalysis/comments/2ci5du/ca...
Or you could always scrape Yahoo Finance :)