Simple Program for Financial Analyses

Create a (mock) algorithm trading program that can run in real time ( the program can draw from quotes that update with a delay of some minutes) in python, c++, R, or some other input/output programming language. The Program must: 1) Exploit some parity condition between at least 2 assets optimally 2) Keep track of the running profit/loss, from when it is turned on 3) Keep track of the cumulative trading positions, from when it is turned on Finally, demonstrate how the program works in a short 5 - 10 min video.