There are a lot of smart people here and I am merely an aspiring smart person. One of the things I'm teaching myself is statistical analysis with R. For those of you that use it, here is some code I tweaked to look at pairs for mean reversion trades, based on some code found on EP Chan's blog:
# R to Test Pairs of Securities for Cointegration
##Mods by Anon
library(zoo) # Load the zoo package
# Read the data from Yahoo
# Change the ticker symbols in the two lines below as required. The rest of the code
# they will be refered to as X and Y
X