PairTradeR
Web GUI wrapping R functions for backtesting pair trading statistical arbitrage portfolio strategies.
Cloud based version up here: (https://justinlent.shinyapps.io/basketTrader)
Uses R and the Shiny API (http://shiny.rstudio.com/) to backtest pairs trading algorithmic stat arb strategies using methods outlined in this book: "Algorithmic Trading: Winning Strategies and Their Rationale" by Ernie Chan (http://smile.amazon.com/Algorithmic-Trading-Winning-Strategies-Rationale/dp/1118460146/)