Howdy Quantopian folks!
I just uploaded my PyArb python molule to GitHub here. This is basically a generalization of pairs trading for an arbitrary number of stocks. It's also "model dependent", i.e. instead of trying to find mean reverting portfolios from eigenvalues of a covariance matrix, it's assumed that the prices are "interacting" according to a vector geometric brownian motion.
I'd be interested in trying out the model in Quantopian, but I don't yet know the Quantopian code very well... so if anyone wants to help with that, let me know!