Tools I use to trade pairs in Mathematica.  Run PairsExample notebook for details.  The toolkit contains

ADF::Usage = "Augmented Dickey Fuller Test"

Cointegrate::Usage = "Returns the p-value for ADF test on cointegration"

HedgeRatio::Usage = "Use linear regression to determine the hedge ratio between two time data sets"

Pearson::Usage = "Returns the Pearson correlation for the pair"