Firstly, I'm not a programmer nor a web-developer, but rather a statistician. I am doing equity-related (shares / stocks) research and I need to place my data in a database (MySQL), since it is too big to work with in a spreadsheet.
I have weekly closing price, volume, market cap, PE etc data for about 900 companies over a 16 year period. Obvioulsy, I can't throw it all into one table, so I was considering a table per company with year and week defining the primary keys. But a join accross 900 table in order to find the 20 companies with the lowest market cap in the first week of 1990 would be very cumbersome.
So I'd like to know from anyone here how they would go about designing this database.