I did not write this code. Clone it and try to better it. Have fun!
I did not write this code. Clone it and try to better it. Have fun!
Is this somehow different from https://www.quantopian.com/posts/robin-hood-extreme-vetting ?
Nope, it's the same one. I just titled it this so it'll be easy to find by investment club members at Utah State University. Just thought it would be an easy way for them to find it.
I recently posted an update to my algo at https://www.quantopian.com/posts/robin-hood-extreme-vetting which is probably an improvement over all previous versions. The returns in back testing are NOT huge like in some older versions. But the focus is no longer on "penny stocks" and so the returns may be more realistic. "Penny stocks" are notoriously difficult to model accurately.