Correlation Based Arbitrage

This is an R&D project to implement a trading strategy. Bidders should be familair with various programming languages as well as basic statistical analysis, and how equity trading platforms operate -inclding data feeds and simulated trading with backward and forward testing. If you do not know what a time series is, a pairs trade, an arbitrage, or for that matter what a correlation or cointegration is, please do not apply. Bidders should also be prepared to have flexibility in the execution of this project as the final version is not completely certain yet. The project will be awarded on the basis of demonstrated experience.