The book I was refering to is The Complete Arbitrage Deskbook by Stephanne Reverre. It's heavy on math and covers a lot of situations that are only practical for institutional trading. There was an article in an issue of stocks and commodities magazine last spring dealing with pair trading. It was an excerpt from this book. There is one chapter on statistical arbitrage, which includes pair trading. I think it's a worthwhile reference book for any spread trader. I bought it at Amazon.