Quant analytics with Matlab: Really good online explanation why conintegration is very useful for forecasting and statistical arbitrage of two market assets
Regardless of your knowledge this could be a very effective way to learn how to forecast which leads into stat arb using Matlab. It shows a lot of promise:
http://www.mathworks.com/company/events/webinars/webinarconf.html?id=55450&language=en
http://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox
This could be useful in C#
http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=15&lid=579
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!