Cointegration Formula/function In VB.net
Budget: $10 – $30 USD
I'm in need of a working demo in vb.net (either a console app or a windows form app) that accepts two datasets/arrays of decimal values and calculates the cointegration for the pair. This is not correlation, I need COINTEGRATION.
It doesn't have to have a UI or any fancy backtesting, just purely the cointegration results. You can use whatever cointegration formula you're familiar with.
PLEASE DON'T BID UNLESS YOU HAVE EXPERIENCE WITH MATH/COINTEGRATION AND ALREADY HAVE AN UNDERSTANDING. Sample data can be downloaded from yahoo finance historical data.
Whoever wins will have many more tasks related to this if they want to continue after the first project.
It doesn't have to have a UI or any fancy backtesting, just purely the cointegration results. You can use whatever cointegration formula you're familiar with.
PLEASE DON'T BID UNLESS YOU HAVE EXPERIENCE WITH MATH/COINTEGRATION AND ALREADY HAVE AN UNDERSTANDING. Sample data can be downloaded from yahoo finance historical data.
Whoever wins will have many more tasks related to this if they want to continue after the first project.