We're looking for a quant programmer to build a fairly basic application (Java preferable, C# okay) that will download stock data from Yahoo or Google for a list of stocks and calculate the cointegration between pairs of all the symbols using Augmented Dickey-Fuller and Johansen Test and simulate a backtest for each pair based on deviations from the mean.
Please bid if have a thorough knowledge of statistics (Matlab) and an expert GUI programmer. Experience with quantitative trading, backtesting. etc is a must. You need to know how to calculate:
half-life of mean reversion (Ornstein-Uhlenbeck formula)
This is a multi-phase project and this is only the first phase, so looking for someone to work with for a while as the project is perfected.