Hello: This is just a clone of one of my favorite Algos from the Quantpedia Earnings Day Series. I ran a quick backtest on a $10K account.
I found myself getting really enthused about what I was learning here in the Quantopian Community Forums, and wrote a Medium blogpost called Hacking 8 Algos. I refer to this algorithm, and how I cloned and tested it in various contexts. I also initiated this algo in paper trading in early april - and I post my results weekly on the Medium post. I try to ascribe appropriate credit where possible — and may be in error, or have forgotten you. If so, please advise. I encourage all feedback (negative and positive) and discourse!
