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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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The IB API calls your code asynchronously when there are account updates after you have called reqAccountUpdates. But you have to provide a callback function (handler) for the IB API to call. Looks like from the [ibPy documentation example] (https://code.google.com/p/ibpy/wiki/IbPyOptional) and how the Java IB API is defined, you want to call ...


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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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