I am looking for someone who has a stats background that could develop an application that would calculate the correlation and co-integration of stock pairs. In the GUI it would display the values for both of the above along with some other stats, such as mean, max and min values over a given time. There will be some areas for some user defined criteria. The software will input the stocks through either a xml file or a new stock or group of stocks could be entered in manually through the interface. The program will also have to be able to connect to my trading software's API in order to collect the tick data or each stock that is registered. It would then save the the data for each stock put it into a database to be retrieve at a later date to do the calculations.
Once the program has run the calculations and displays the statistics, the program will also be able to sort the results by the different rows. The user will be able to select a number of results to be sorted further by another row and so on.