Thought this might have some entertainment value.
Note:
set_slippage(slippage.FixedSlippage(spread=0.00))
set_commission(commission.PerShare(cost=0, min_trade_cost=0)) 
long-short market neutral mean reversion
Here's an update, with the standard slippage and commission applied (not turned off as above), and with a constraint on the turnover. The number of stocks in the universe was increased to 200, as well.
Still a work-in-progress, but I thought I'd share it, in light of Rob Reider's post and the implicit interest by Quantopian in such factors.
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