The Ping-Pong Algorithm (PPA) is a method for integrating tabular data sets that share a common dimension. A typical example for this is gene expression across a set of tissues and drug-response data for the same tissues. The PPA finds co-modules in the two data sets, i.e. genes that are co-expressed in some tissues that have similar responses to a subset of the drugs. The co-modules can overlap; the PPA is efficient and scales well to large data sets. A Matlab implementation is provided.