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Test 2.0.1.7

Will it work ? Hmm?

2 responses

Not really. The main problem is that low volume stock slippage is not correctly modeled by Quantopian. The live trading performance is signifigantly worse, I would know, i've traded it live (you should credit the original author).

Opps. Yes the algo is from Charles Witt . He did a good job on it and inspired me to learn some Python. Thanks Charles