I don't plan to move to derivs anytime soon and will just focus on stats arbitrage on stocks (no other asset classes). thanks
Research papers can be found at the same links I provided above. Also check YouTube for videos on this topic. You can find Chan's blog here: http://epchan.blogspot.com/ One key part of the trading learning process is finding resources, assessing their value, and implementing analysis and execution strategies that are worthwhile. With the advent of search engines to navigate content on the WWW, there is no other time in human history when so much information is available so quickly and conveniently. The rest is on your shoulders.
I really like Andrew Pole's introduction. He gave a far richer account of the background revolving pairs trading. More so than other authors.