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Both R and Python can do this very nicely. For Python you would need the pandas package and its dependencies. pandas has a lot of basic statistics, but for more advanced statistics like it looks like you want to do, you can use the statsmodels package, which can work directly with pandas data types. It can also download the csv files directly off the ...


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In addition to the above answers - You should be very careful that you do not introduce survivorship bias in your creation of indices and choose your data source carefully to remove such bias. For example, Yahoo Finance only contains currently-listed securities.


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Maybe a Social Trading platform would be what you're looking for? They allow you to put together a portfolio for the world to view. Some even make it tradeable, usually as ETF (which carries the usual fees for investors, which are then split between you and the provider).



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