We finished first release of RightPairs for pair trading last week. We are very happy because it is the most powerful generic calculation agent we ever developed.
First of all, it can run on multiple PCs and multi-threads. We tested the calculation on three 4-CPU servers, each server run calculation agents in 12 threads, without any problem. It takes full advantage of multi-processor and multi-thread. Currently it do only correlations, but it is quite easy to add more calculation features.
Our software is at Jumbosoft.com.