Mathematics/Statistics - Regression Analysis

- The correlation between two data sets is required to be calculated
- These data sets can be provided in which ever format you require
- The data and the correlation will ultimately in displayed using javascript charts and realtime data
- A user will change the offset between the two datasets and so we would like to constantly be recalculating the how correlated the datasets to each other
- One of the data sets contain stock prices and how the weekend/overnight 'gaps' affect the correlation needs to be determined i.e. the affect on correlation of the gap and if we give the gap a 'price'.
- You will be working with 2 strong developers
- R preferred (Matlab ok)

While this initial task is reasonably straight forward, we are looking for someone with solid maths skills that we can rely on over a much longer period as this new startup is built.