C# Code to get Cointegration of stocks

I have a collection of cointegration-related code at home and some is in C#. I'll reply again when I get a chance to find it.
 
Do you have Visual Studio? I just opened and ran it and so far it is throwing exceptions. I don't have the time to look into the trouble but this doesn't appear to be a complete application.
 
Ummm....you may wanna take a pass on downloading this App. Possibly has malicious code in it. Glad I opened it on an old PC because it shut my machine down. Now I wonder if it will start back up LOL.
 
I was joking. It was likely the exception that shut the machine down, along with it being an old machine

Quote from stevegee58:

It can't contain malicious code. It's source code. You build it yourself.
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Lol, how about moving your arse and spend 30 minutes to port the code from the at least 5 examples in different languages I found through a quick google search. And even just coding up the cointegration function yourself should take you about 5 minutes, and another 15 minutes to test. How much easier can it get???

Btw, if you only want to run couple tests I recommend doing it in R rather than through C#.

Quote from lordoftrades:

Hello

I'm searching all over to find a open-source code that can do the calculation of cointegration between stocks.... Language: C#

Does anyone have a code like this, or a link to where I can find it?

FYI: I cannot use this one, as it is written in Silverlight:

http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=15&lid=595

Kind regards
Espen
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What are you talking about? Of course it can contain malicious code even if you have the source code. Not that I would call it malicious code but take a look at the Tradelink source code, it contains code that passes strategy code information and other platform related information to the outside. There is essentially zero difference whether we talk source or compiled code, if there are malicious elements embedded then that is what it is.

Quote from stevegee58:

It can't contain malicious code. It's source code. You build it yourself.
More...
 
Quote from CalVolibrator:

What are you talking about? Of course it can contain malicious code even if you have the source code. Not that I would call it malicious code but take a look at the Tradelink source code, it contains code that passes strategy code information and other platform related information to the outside. There is essentially zero difference whether we talk source or compiled code, if there are malicious elements embedded then that is what it is.
More...

What do you mean by this? Could you provide some more information about this code in Tradelink you're talking about? I'm considering using Tradelink but that would be a definite turnoff.
 
Quote from CalVolibrator:

Lol, how about moving your arse and spend 30 minutes to port the code from the at least 5 examples in different languages I found through a quick google search. And even just coding up the cointegration function yourself should take you about 5 minutes, and another 15 minutes to test. How much easier can it get???

Btw, if you only want to run couple tests I recommend doing it in R rather than through C#.
More...

Hehe, you're right. I'm just not that experienced yet, so I don't know how to do it. But I got some clues to work on now, and I think I should be able to get somewhere from here.

I cannot use R because this code will be integrated into a tradingsoftware that's built on C# structure.

:-)
 
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