Does anyone want to work on reproducing Vladimir 's amazing In-Out ROC v1.9 results? He mentioned that the extra returns were inspired by Quantopian's pipeline, so I added Leandro Maia 's stock filtering code which allows for easy factor picking.

Unfortunately I haven't been able to get even close to the original v1.3 results yet. Thinking that perhaps this is the wrong direction and the direction would be some sort of different momentum play.

Any thoughts?