I originally cloned this Algo from the Quantpedia Earnings Day Series.
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, which tells the story of my growing affinity for democratized quant finance. I refer to this algorithm, and how I cloned and tested it in various context 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!
I am also working on a new post, with 5 more algos and strategies. And I hope to discuss soon some fun ideas for the Futures API.
