Sorry, I've not had much luck web scraping Quantopian. A lot of the necessary Python modules are not installed so as to prevent people like me from . . .

@devask168 no worries. I think i'll just share the stats algo on a forum post in Quantopian so anyone can get to it on their own. Not as easy as a text field to enter a ticker and go but anyone who cares will go through the trouble of using it.

What sort of correlation are you getting on the Holisitc Spikability Score? IDXG (best at 8/10) did not do too well in terms of spiking on 20170330. Not finding fault, just asking.

@devask168 I haven't tried running a legitimate correlation score. The value is meant to be SSS style scoring and it's based on :

@devask168 yeah, that didn't quite work. Was trying to put in some newlines. https://www.dropbox.com/s/2t9euz927sxj4pn/Screenshot%202017-03-31%2007.17.07.png?dl=0 It's a weighted count for high open->close and open->high values. I left it in there from when I was trying to digitize parts of the SSS and I use it to screen stocks for my algo's. It usually helps in keeping out anything without a history, but I put it as low as >1.25 most of the time.

@devask168 What I'd love is for it to be a webservice with a ticker as an input but I don't think there's enough API access to do it in. When you "run" it you have to launch a backtest request with Quantopian's online IDE. You can start an account for free (as far as I know, I made mine over a year ago) and poke around.

Nice! More traders should be doing this. I use quantopian too, I'm learning python and C since listen gin to the chat with traders podcast. I really recommend it.

@tstyturnover I can look at web scraping if there's no API - what's the link to your notebook?

@devask168 not sure if I can get a share / public link for a notebook. I think I can share the barebones algo though in a community post, but then you still have to clone it to edit it and run a backtest I think.